+4,542.6%
GLW vs BBWI
+1,034.6%
+3,507.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.8% | +2.8% | +4.9% |
| 7D | +3.8% | +1.5% | +2.3% | +3.4% |
| 30D | -1.3% | -5.2% | +3.8% | -0.4% |
| 3M | -21.8% | +11.1% | -32.9% | -24.8% |
| 6M | +6.9% | -13.4% | +20.3% | +8.8% |
| YTD | +77.2% | +0.1% | +77.1% | +71.7% |
| 1Y | +123.2% | -36.1% | +159.4% | +140.8% |
| 3Y | +400.0% | -44.1% | +444.1% | +428.5% |
| 5Y | +342.8% | -66.2% | +409.0% | +412.5% |
| 10Y | +771.4% | -54.8% | +826.2% | +658.9% |
| All | +4,542.6% | +1,034.6% | +3,507.9% | +1,105.5% |
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