+1,335.1%
GLW vs NWSA
+127.4%
+1,207.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +6.4% |
| 7D | +3.8% | -1.9% | +5.6% | +4.5% |
| 30D | -1.3% | +4.6% | -5.9% | -3.5% |
| 3M | -21.8% | +13.2% | -35.0% | -27.3% |
| 6M | +6.9% | +27.0% | -20.1% | -6.1% |
| YTD | +77.2% | +16.8% | +60.3% | +60.1% |
| 1Y | +123.2% | +4.5% | +118.7% | +111.2% |
| 3Y | +400.0% | +46.2% | +353.8% | +298.2% |
| 5Y | +342.8% | +40.9% | +301.9% | +248.0% |
| 10Y | +771.4% | +145.1% | +626.3% | +377.8% |
| All | +1,335.1% | +127.4% | +1,207.6% | +709.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling