+348.6%
GLW vs IWF
+73.9%
+274.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | +3.8% | +0.5% | +3.2% | +3.3% |
| 30D | -1.3% | -0.4% | -1.0% | -0.9% |
| 3M | -21.8% | -2.6% | -19.2% | -18.8% |
| 6M | +6.9% | +9.1% | -2.3% | +1.5% |
| YTD | +77.2% | +4.5% | +72.7% | +74.4% |
| 1Y | +123.2% | +10.1% | +113.2% | +112.1% |
| 3Y | +400.0% | +77.6% | +322.4% | +236.8% |
| All | +348.6% | +73.9% | +274.7% | +186.1% |
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