+526.0%
GLW vs NWSA
+148.1%
+377.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.7% | -7.0% | -5.4% |
| 7D | +7.7% | +2.2% | +5.5% | +6.8% |
| 30D | -18.8% | -8.8% | -10.1% | -15.9% |
| 3M | -27.7% | -6.5% | -21.2% | -26.5% |
| 6M | -44.4% | +1.5% | -45.9% | -46.6% |
| YTD | +31.3% | +4.0% | +27.3% | +23.3% |
| 1Y | +40.0% | +3.4% | +36.6% | +31.8% |
| 3Y | +339.2% | +34.8% | +304.4% | +255.6% |
| 5Y | +229.2% | +18.4% | +210.8% | +175.2% |
| All | +526.0% | +148.1% | +377.8% | +228.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling