+2,079.7%
GLW vs BWA
+2,583.4%
-503.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.4% |
| 7D | -11.1% | -2.4% | -8.7% | -9.7% |
| 30D | -28.4% | -17.7% | -10.7% | -21.3% |
| 3M | -28.8% | -27.0% | -1.8% | -17.2% |
| 6M | -39.8% | -17.3% | -22.5% | -33.2% |
| YTD | +28.7% | +12.9% | +15.9% | +23.3% |
| 1Y | +27.7% | +12.9% | +14.8% | +22.3% |
| 3Y | +331.3% | +62.1% | +269.2% | +240.1% |
| 5Y | +233.4% | +30.7% | +202.7% | +180.4% |
| 10Y | +521.8% | +89.2% | +432.6% | +316.2% |
| All | +2,079.7% | +2,583.4% | -503.7% | +417.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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