+32.1%
GLW vs WAT
+27.0%
+5.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.2% | +5.1% | +8.5% |
| 7D | -5.9% | +6.0% | -11.9% | -6.6% |
| 30D | -26.0% | +9.9% | -35.9% | -26.7% |
| 3M | -29.9% | +17.2% | -47.0% | -31.1% |
| 6M | -37.8% | +34.2% | -72.0% | -39.6% |
| YTD | +33.1% | +25.5% | +7.6% | +22.9% |
| All | +32.1% | +27.0% | +5.1% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling