+74.7%
IWD vs GWRE
+15.1%
+59.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -0.8% | -13.2% | +12.4% | +0.9% |
| 30D | -0.8% | -18.6% | +17.7% | +1.1% |
| 3M | +6.9% | +18.9% | -12.0% | +3.3% |
| 6M | +18.3% | -11.0% | +29.2% | +18.1% |
| YTD | +22.4% | -29.9% | +52.2% | +26.8% |
| 1Y | +27.4% | -44.3% | +71.8% | +37.5% |
| 3Y | +71.2% | +51.7% | +19.5% | +45.7% |
| All | +74.7% | +15.1% | +59.6% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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