+40.6%
GLW vs NWSA
+18.2%
+22.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.7% | -9.6% | -2.4% |
| 7D | -9.5% | +4.3% | -13.7% | -5.7% |
| 30D | -25.5% | +5.6% | -31.0% | -21.1% |
| 3M | -25.6% | +7.3% | -32.8% | -19.3% |
| 6M | -25.5% | +18.8% | -44.3% | -10.7% |
| YTD | +36.4% | +17.9% | +18.5% | +66.0% |
| 1Y | +40.6% | +19.3% | +21.3% | +71.0% |
| All | +40.6% | +18.2% | +22.4% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling