+2,598.6%
GLW vs WAB
+4,092.2%
-1,493.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +5.4% |
| 7D | +3.8% | -3.2% | +7.0% | +5.1% |
| 30D | -1.3% | -4.4% | +3.1% | +0.5% |
| 3M | -21.8% | +7.9% | -29.7% | -24.3% |
| 6M | +6.9% | +8.7% | -1.8% | +3.9% |
| YTD | +77.2% | +33.0% | +44.2% | +59.1% |
| 1Y | +123.2% | +46.7% | +76.6% | +92.9% |
| 3Y | +400.0% | +153.0% | +247.0% | +246.3% |
| 5Y | +342.8% | +222.3% | +120.5% | +177.9% |
| 10Y | +771.4% | +291.0% | +480.4% | +379.0% |
| All | +2,598.6% | +4,092.2% | -1,493.6% | +517.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling