+382.5%
GLW vs WAB
+231.1%
+151.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.6% | +7.0% | +7.2% |
| 7D | +14.0% | +1.7% | +12.4% | +12.9% |
| 30D | +0.4% | -2.4% | +2.8% | +2.0% |
| 3M | -11.3% | +9.7% | -21.0% | -17.1% |
| 6M | +35.1% | +16.5% | +18.6% | +22.9% |
| YTD | +90.5% | +33.7% | +56.8% | +60.4% |
| 1Y | +132.0% | +49.7% | +82.3% | +83.0% |
| 3Y | +463.3% | +170.9% | +292.4% | +204.8% |
| 5Y | +382.5% | +228.0% | +154.5% | +127.8% |
| All | +382.5% | +231.1% | +151.4% | +127.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling