+339.2%
GLW vs WCC
+134.5%
+204.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.7% | -3.4% |
| 7D | +7.7% | +9.9% | -2.2% | +2.6% |
| 30D | -18.8% | -8.4% | -10.4% | -14.8% |
| 3M | -27.7% | -10.3% | -17.4% | -22.7% |
| 6M | -44.4% | -10.5% | -34.0% | -39.9% |
| YTD | +31.3% | +32.2% | -0.9% | +24.0% |
| 1Y | +40.0% | +25.5% | +14.5% | +34.6% |
| 3Y | +339.2% | +134.7% | +204.5% | +227.6% |
| All | +339.2% | +134.5% | +204.8% | +227.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling