+27.7%
GLW vs NWSA
-0.1%
+27.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.4% | -3.2% |
| 7D | -11.1% | -9.7% | -1.4% | -15.1% |
| 30D | -28.4% | -8.6% | -19.8% | -30.7% |
| 3M | -28.8% | -6.3% | -22.5% | -28.7% |
| 6M | -39.8% | -1.2% | -38.6% | -33.9% |
| YTD | +28.7% | +2.6% | +26.1% | +44.8% |
| 1Y | +27.7% | 0.0% | +27.7% | +45.8% |
| All | +27.7% | -0.1% | +27.9% | +45.8% |
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