+837.6%
GLW vs WAB
+283.1%
+554.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.6% | +7.0% | +7.3% |
| 7D | +14.0% | +1.7% | +12.4% | +13.1% |
| 30D | +0.4% | -2.4% | +2.8% | +1.7% |
| 3M | -11.3% | +9.7% | -21.0% | -16.0% |
| 6M | +35.1% | +16.5% | +18.6% | +25.1% |
| YTD | +90.5% | +33.7% | +56.8% | +64.9% |
| 1Y | +132.0% | +49.7% | +82.3% | +89.7% |
| 3Y | +463.3% | +170.9% | +292.4% | +237.5% |
| 5Y | +382.5% | +228.0% | +154.5% | +160.4% |
| 10Y | +837.6% | +284.8% | +552.8% | +310.1% |
| All | +837.6% | +283.1% | +554.6% | +310.1% |
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