+339.2%
GLW vs BBWI
-24.0%
+363.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -4.5% |
| 7D | +7.7% | +0.1% | +7.6% | +7.7% |
| 30D | -18.8% | +12.9% | -31.7% | -20.3% |
| 3M | -27.7% | +16.0% | -43.7% | -29.7% |
| 6M | -44.4% | +16.6% | -61.1% | -46.1% |
| YTD | +31.3% | +9.7% | +21.5% | +27.5% |
| 1Y | +40.0% | +1.5% | +38.6% | +36.8% |
| 3Y | +339.2% | -21.4% | +360.6% | +326.9% |
| All | +339.2% | -24.0% | +363.2% | +326.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling