+867.9%
GLW vs IWF
+412.6%
+455.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +2.0% |
| 7D | +16.9% | +0.5% | +16.3% | +16.2% |
| 30D | +7.0% | -1.4% | +8.4% | +8.5% |
| 3M | -3.0% | +0.4% | -3.4% | -2.0% |
| 6M | +31.0% | +8.5% | +22.5% | +23.9% |
| YTD | +93.4% | +3.7% | +89.7% | +91.5% |
| 1Y | +134.7% | +8.5% | +126.3% | +123.9% |
| 3Y | +471.8% | +78.5% | +393.3% | +238.1% |
| 5Y | +394.5% | +73.6% | +320.8% | +193.8% |
| 10Y | +867.9% | +421.3% | +446.6% | +63.5% |
| All | +867.9% | +412.6% | +455.3% | +63.5% |
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