+243.8%
GLW vs IWF
+54.7%
+189.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.9% | +6.3% | +6.4% |
| 7D | -5.9% | -1.0% | -4.8% | -4.3% |
| 30D | -26.0% | -10.1% | -15.9% | -17.3% |
| 3M | -29.9% | -7.6% | -22.3% | -23.3% |
| 6M | -37.8% | -6.7% | -31.0% | -31.5% |
| YTD | +33.1% | -2.5% | +35.7% | +42.0% |
| 1Y | +36.8% | -2.1% | +38.9% | +45.8% |
| 3Y | +356.1% | +68.6% | +287.4% | +228.9% |
| 5Y | +243.8% | +55.8% | +188.0% | +144.9% |
| All | +243.8% | +54.7% | +189.1% | +144.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling