+40.6%
GLW vs IWF
-1.6%
+42.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.4% | -6.2% | -6.7% |
| 7D | -9.5% | -4.2% | -5.3% | -0.9% |
| 30D | -25.5% | -8.1% | -17.3% | -9.9% |
| 3M | -25.6% | -5.1% | -20.5% | -15.7% |
| 6M | -25.5% | -1.4% | -24.1% | -19.5% |
| YTD | +36.4% | -0.1% | +36.5% | +44.6% |
| 1Y | +40.6% | -1.3% | +41.9% | +54.0% |
| All | +40.6% | -1.6% | +42.2% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling