+134.7%
GLW vs WBD
+126.2%
+8.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.3% | +1.6% |
| 7D | +16.9% | -1.7% | +18.6% | +17.1% |
| 30D | +7.0% | +3.9% | +3.1% | +6.4% |
| 3M | -3.0% | +5.1% | -8.1% | -3.6% |
| 6M | +31.0% | +0.6% | +30.4% | +30.6% |
| YTD | +93.4% | -3.2% | +96.6% | +93.4% |
| 1Y | +134.7% | +127.7% | +7.1% | +123.7% |
| All | +134.7% | +126.2% | +8.6% | +123.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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