+648.4%
GWW vs IWD
+203.8%
+444.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +5.5% | +1.6% | +4.0% | +4.0% |
| 30D | +14.4% | +3.6% | +10.8% | +10.6% |
| 3M | +13.7% | +2.0% | +11.7% | +11.5% |
| 6M | +20.1% | +13.1% | +7.0% | +6.3% |
| YTD | +47.1% | +26.2% | +20.9% | +16.9% |
| 1Y | +56.2% | +29.6% | +26.7% | +21.1% |
| 3Y | +90.5% | +84.3% | +6.2% | +4.5% |
| 5Y | +221.2% | +73.4% | +147.8% | +86.8% |
| 10Y | +648.4% | +202.4% | +446.0% | +158.4% |
| All | +648.4% | +203.8% | +444.6% | +158.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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