+542.4%
GLW vs WAT
+232.2%
+310.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.2% | +5.1% | +7.6% |
| 7D | -5.9% | +6.0% | -11.9% | -7.9% |
| 30D | -26.0% | +9.9% | -35.9% | -28.6% |
| 3M | -29.9% | +17.2% | -47.0% | -34.3% |
| 6M | -37.8% | +34.2% | -72.0% | -45.3% |
| YTD | +33.1% | +25.5% | +7.6% | +18.4% |
| 1Y | +36.8% | +28.3% | +8.6% | +20.6% |
| 3Y | +356.1% | +88.4% | +267.7% | +209.5% |
| 5Y | +243.8% | +36.1% | +207.7% | +169.0% |
| 10Y | +542.4% | +234.8% | +307.6% | +207.9% |
| All | +542.4% | +232.2% | +310.2% | +207.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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