-41.7%
GLW vs NWSA
-1.6%
-40.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.8% | +6.6% | +8.0% |
| 7D | +1.4% | -12.2% | +13.6% | -8.6% |
| 30D | -18.2% | -8.7% | -9.5% | -21.1% |
| 3M | -24.2% | -6.0% | -18.2% | -21.8% |
| 6M | -41.7% | -0.3% | -41.4% | -25.4% |
| All | -41.7% | -1.6% | -40.1% | -25.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling