+669.9%
GWW vs IWD
+203.0%
+466.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.1% |
| 7D | +3.6% | +2.3% | +1.3% | +1.3% |
| 30D | +12.1% | +3.6% | +8.5% | +8.4% |
| 3M | +12.9% | +2.2% | +10.7% | +10.6% |
| 6M | +19.3% | +13.0% | +6.4% | +5.7% |
| YTD | +48.7% | +26.5% | +22.2% | +17.9% |
| 1Y | +60.5% | +30.1% | +30.4% | +23.8% |
| 3Y | +93.3% | +84.9% | +8.4% | +5.6% |
| 5Y | +219.0% | +73.4% | +145.6% | +85.5% |
| All | +669.9% | +203.0% | +466.9% | +159.8% |
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