+424.5%
IWD vs GWRE
+793.8%
-369.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.8% | +7.0% | +0.5% |
| 7D | -0.2% | -25.6% | +25.4% | +4.5% |
| 30D | -0.8% | -12.2% | +11.4% | +0.8% |
| 3M | +8.0% | +17.7% | -9.7% | +3.4% |
| 6M | +18.2% | -11.3% | +29.5% | +17.8% |
| YTD | +22.3% | -25.5% | +47.9% | +25.5% |
| 1Y | +28.9% | -42.8% | +71.7% | +39.2% |
| 3Y | +71.5% | +59.0% | +12.5% | +45.3% |
| 5Y | +73.6% | +21.6% | +52.0% | +51.8% |
| 10Y | +194.7% | +139.2% | +55.5% | +121.0% |
| All | +424.5% | +793.8% | -369.3% | +251.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling