+342.1%
GLW vs WCC
+216.1%
+126.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.9% | +1.8% | +4.1% |
| 7D | +3.8% | +4.5% | -0.7% | +1.9% |
| 30D | -1.3% | -5.8% | +4.4% | +1.2% |
| 3M | -21.8% | -3.7% | -18.1% | -19.9% |
| 6M | +6.9% | +23.1% | -16.2% | +1.2% |
| YTD | +77.2% | +44.2% | +33.0% | +59.2% |
| 1Y | +123.2% | +62.1% | +61.2% | +93.2% |
| 3Y | +400.0% | +121.1% | +278.9% | +273.3% |
| All | +342.1% | +216.1% | +126.1% | +167.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling