+3,093.2%
GLW vs BBWI
+1,142.2%
+1,951.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.3% | +5.9% | +3.5% |
| 7D | -13.9% | -6.2% | -7.7% | -12.4% |
| 30D | -35.0% | +19.9% | -54.9% | -38.5% |
| 3M | -32.4% | +7.1% | -39.5% | -34.6% |
| 6M | -41.3% | +13.7% | -55.0% | -44.7% |
| YTD | +21.8% | +9.6% | +12.3% | +14.1% |
| 1Y | +21.8% | -1.6% | +23.5% | +15.9% |
| 3Y | +307.7% | -25.9% | +333.5% | +294.6% |
| 5Y | +213.7% | -67.8% | +281.5% | +265.9% |
| 10Y | +509.3% | -43.5% | +552.7% | +391.7% |
| All | +3,093.2% | +1,142.2% | +1,951.0% | +700.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling