+2,502.3%
GLW vs WAT
+12,457.3%
-9,955.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.4% | +7.8% |
| 7D | +1.4% | +0.7% | +0.7% | +1.4% |
| 30D | -18.2% | +9.0% | -27.2% | -20.4% |
| 3M | -24.2% | +13.5% | -37.7% | -27.4% |
| 6M | -41.7% | +35.3% | -77.0% | -47.7% |
| YTD | +38.3% | +24.0% | +14.3% | +26.1% |
| 1Y | +38.2% | +22.0% | +16.2% | +26.7% |
| 3Y | +363.4% | +84.0% | +279.4% | +254.3% |
| 5Y | +254.6% | +34.4% | +220.2% | +197.0% |
| 10Y | +562.0% | +231.4% | +330.6% | +307.0% |
| All | +2,502.3% | +12,457.3% | -9,955.1% | +832.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling