+410.2%
GLW vs IWD
+70.7%
+339.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +6.6% |
| 7D | +3.8% | -0.3% | +4.0% | +4.1% |
| 30D | -1.3% | +0.6% | -1.9% | -2.5% |
| 3M | -21.8% | +7.2% | -29.0% | -29.6% |
| 6M | +6.9% | +16.2% | -9.3% | -13.0% |
| YTD | +77.2% | +23.3% | +53.8% | +34.6% |
| 1Y | +123.2% | +29.6% | +93.7% | +60.6% |
| All | +410.2% | +70.7% | +339.6% | +164.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling