+363.8%
GLW vs WBD
+10.5%
+353.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +80.6% | +39.5% | +41.1% | +66.2% |
| 7D | +80.6% | +39.5% | +41.1% | +66.2% |
| 30D | +80.6% | +39.5% | +41.1% | +66.2% |
| 3M | +80.6% | +39.5% | +41.1% | +66.2% |
| 6M | +80.6% | +39.5% | +41.1% | +66.2% |
| YTD | +80.6% | +39.5% | +41.1% | +66.2% |
| 1Y | +92.4% | +63.0% | +29.4% | +72.3% |
| 3Y | +471.8% | +206.7% | +265.0% | +338.4% |
| All | +363.8% | +10.5% | +353.2% | +308.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling