+123.2%
GLW vs WAB
+48.2%
+75.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +5.0% |
| 7D | +3.8% | -3.2% | +7.0% | +6.9% |
| 30D | -1.3% | -4.4% | +3.1% | +2.8% |
| 3M | -21.8% | +7.9% | -29.7% | -28.4% |
| 6M | +6.9% | +8.7% | -1.8% | -3.1% |
| YTD | +77.2% | +33.0% | +44.2% | +40.6% |
| 1Y | +123.2% | +46.7% | +76.6% | +70.4% |
| All | +123.2% | +48.2% | +75.1% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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