+574.9%
GLW vs SW
+743.1%
-168.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.1% | -9.9% | -6.2% |
| 7D | -9.5% | +12.1% | -21.5% | -10.3% |
| 30D | -25.5% | +6.6% | -32.0% | -25.9% |
| 3M | -25.6% | -6.0% | -19.6% | -25.3% |
| 6M | -25.5% | +21.5% | -47.0% | -26.9% |
| YTD | +36.4% | +20.3% | +16.0% | +33.8% |
| 1Y | +40.6% | +28.1% | +12.5% | +37.3% |
| 3Y | +352.8% | +51.6% | +301.2% | +335.5% |
| 5Y | +267.1% | -0.1% | +267.2% | +256.3% |
| 10Y | +581.8% | +189.7% | +392.1% | +525.9% |
| All | +574.9% | +743.1% | -168.2% | +518.8% |
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