+232.7%
GLW vs W
-55.8%
+288.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.4% |
| 7D | +7.7% | +0.2% | +7.6% | +7.8% |
| 30D | -18.8% | +6.8% | -25.7% | -19.6% |
| 3M | -27.7% | +10.7% | -38.4% | -29.0% |
| 6M | -44.4% | +86.3% | -130.8% | -49.3% |
| YTD | +31.3% | +11.5% | +19.8% | +26.8% |
| 1Y | +40.0% | +5.1% | +35.0% | +36.0% |
| 3Y | +339.2% | +171.0% | +168.2% | +256.6% |
| All | +232.7% | -55.8% | +288.6% | +166.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling