+307.7%
GLW vs WAT
+74.7%
+232.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.4% |
| 7D | -13.9% | -1.1% | -12.8% | -13.7% |
| 30D | -35.0% | +5.0% | -39.9% | -35.5% |
| 3M | -32.4% | +14.5% | -46.8% | -34.0% |
| 6M | -41.3% | +30.9% | -72.3% | -44.3% |
| YTD | +21.8% | +20.5% | +1.4% | +16.4% |
| 1Y | +21.8% | +23.3% | -1.4% | +15.9% |
| 3Y | +307.7% | +81.5% | +226.2% | +248.8% |
| All | +307.7% | +74.7% | +232.9% | +248.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling