+562.0%
GLW vs IWF
+392.3%
+169.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.3% | +5.1% | +5.1% |
| 7D | +1.4% | -1.1% | +2.5% | +3.4% |
| 30D | -18.2% | -8.3% | -9.9% | -9.7% |
| 3M | -24.2% | -5.6% | -18.6% | -18.3% |
| 6M | -41.7% | -5.4% | -36.3% | -36.2% |
| YTD | +38.3% | -1.2% | +39.5% | +46.1% |
| 1Y | +38.2% | -2.7% | +40.8% | +48.5% |
| 3Y | +363.4% | +67.8% | +295.6% | +197.1% |
| 5Y | +254.6% | +60.1% | +194.5% | +133.6% |
| 10Y | +562.0% | +392.2% | +169.8% | +13.6% |
| All | +562.0% | +392.3% | +169.7% | +13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling