+554.2%
GLW vs BBWI
-48.2%
+602.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.2% |
| 7D | +15.5% | -4.5% | +20.1% | +16.6% |
| 30D | -19.6% | +17.1% | -36.7% | -22.4% |
| 3M | -28.5% | +17.5% | -46.0% | -31.5% |
| 6M | -39.5% | +12.8% | -52.3% | -41.9% |
| YTD | +37.2% | +8.2% | +29.0% | +31.3% |
| 1Y | +35.4% | -1.8% | +37.2% | +31.0% |
| 3Y | +359.7% | -25.8% | +385.5% | +351.0% |
| 5Y | +244.0% | -68.0% | +312.0% | +291.2% |
| All | +554.2% | -48.2% | +602.4% | +429.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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