+32.1%
GLW vs W
+8.7%
+23.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.6% | +4.7% | +8.2% |
| 7D | -5.9% | +3.3% | -9.2% | -6.4% |
| 30D | -26.0% | +10.5% | -36.5% | -27.6% |
| 3M | -29.9% | +9.6% | -39.5% | -31.4% |
| 6M | -37.8% | +76.4% | -114.1% | -46.0% |
| YTD | +33.1% | +16.4% | +16.7% | +26.7% |
| All | +32.1% | +8.7% | +23.4% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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