+542.4%
GLW vs WAB
+305.5%
+236.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +5.1% | +4.1% | +6.4% |
| 7D | -5.9% | +4.0% | -9.9% | -7.5% |
| 30D | -26.0% | +4.5% | -30.5% | -27.3% |
| 3M | -29.9% | +2.3% | -32.2% | -30.3% |
| 6M | -37.8% | +12.5% | -50.2% | -41.3% |
| YTD | +33.1% | +40.2% | -7.1% | +13.0% |
| 1Y | +36.8% | +45.2% | -8.4% | +14.1% |
| 3Y | +356.1% | +171.8% | +184.3% | +173.7% |
| 5Y | +243.8% | +217.6% | +26.2% | +88.5% |
| 10Y | +542.4% | +285.3% | +257.1% | +180.1% |
| All | +542.4% | +305.5% | +236.9% | +180.1% |
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