+542.4%
GLW vs WCC
+492.1%
+50.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +8.1% | +1.1% | +5.9% |
| 7D | -5.9% | -5.7% | -0.2% | -3.3% |
| 30D | -26.0% | -13.5% | -12.5% | -21.3% |
| 3M | -29.9% | -12.9% | -17.0% | -25.2% |
| 6M | -37.8% | -10.7% | -27.1% | -33.4% |
| YTD | +33.1% | +30.0% | +3.1% | +25.2% |
| 1Y | +36.8% | +24.7% | +12.1% | +30.7% |
| 3Y | +356.1% | +136.6% | +219.5% | +230.5% |
| 5Y | +243.8% | +143.9% | +99.9% | +131.7% |
| 10Y | +542.4% | +465.9% | +76.5% | +207.2% |
| All | +542.4% | +492.1% | +50.3% | +207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling