+521.8%
GLW vs WAB
+288.7%
+233.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.8% | -5.1% | -4.3% |
| 7D | -11.1% | +4.0% | -15.1% | -12.7% |
| 30D | -28.4% | +6.3% | -34.8% | -30.5% |
| 3M | -28.8% | +3.3% | -32.1% | -29.6% |
| 6M | -39.8% | +14.5% | -54.3% | -43.8% |
| YTD | +28.7% | +42.7% | -13.9% | +8.1% |
| 1Y | +27.7% | +45.2% | -17.5% | +6.4% |
| 3Y | +331.3% | +173.8% | +157.6% | +157.4% |
| 5Y | +233.4% | +223.8% | +9.7% | +80.6% |
| 10Y | +521.8% | +280.5% | +241.3% | +166.4% |
| All | +521.8% | +288.7% | +233.0% | +166.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling