+231.0%
GLW vs IWD
+749.4%
-518.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +7.0% | +6.9% |
| 7D | +1.4% | -0.6% | +2.0% | +2.7% |
| 30D | -18.2% | +3.6% | -21.8% | -21.5% |
| 3M | -24.2% | +2.7% | -26.8% | -26.6% |
| 6M | -41.7% | +13.2% | -54.9% | -49.8% |
| YTD | +38.3% | +26.8% | +11.5% | +4.9% |
| 1Y | +38.2% | +29.3% | +8.9% | +2.5% |
| 3Y | +363.4% | +85.1% | +278.2% | +122.0% |
| 5Y | +254.6% | +74.2% | +180.4% | +83.6% |
| 10Y | +562.0% | +204.6% | +357.4% | +79.0% |
| All | +231.0% | +749.4% | -518.4% | -74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling