+339.2%
GLW vs WAT
+82.3%
+256.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.2% |
| 7D | +7.7% | +0.6% | +7.2% | +7.7% |
| 30D | -18.8% | +5.4% | -24.3% | -19.5% |
| 3M | -27.7% | +11.3% | -39.0% | -29.1% |
| 6M | -44.4% | +37.4% | -81.9% | -47.6% |
| YTD | +31.3% | +21.2% | +10.1% | +25.3% |
| 1Y | +40.0% | +21.3% | +18.7% | +33.6% |
| 3Y | +339.2% | +83.4% | +255.9% | +268.2% |
| All | +339.2% | +82.3% | +256.9% | +268.2% |
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