+776.8%
GLW vs SW
+755.0%
+21.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.4% | +5.6% |
| 7D | +3.8% | -5.1% | +8.9% | +4.2% |
| 30D | -1.3% | -4.6% | +3.2% | -1.0% |
| 3M | -21.8% | +9.4% | -31.2% | -22.5% |
| 6M | +6.9% | +3.5% | +3.4% | +6.3% |
| YTD | +77.2% | +22.0% | +55.1% | +73.8% |
| 1Y | +123.2% | +2.2% | +121.0% | +121.5% |
| 3Y | +400.0% | +19.6% | +380.4% | +387.8% |
| 5Y | +342.8% | -2.3% | +345.1% | +330.5% |
| 10Y | +771.4% | +181.4% | +590.0% | +700.6% |
| All | +776.8% | +755.0% | +21.8% | +704.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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