+382.5%
GLW vs WCN
+30.9%
+351.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.0% | +8.6% | +7.7% |
| 7D | +14.0% | -0.4% | +14.5% | +14.0% |
| 30D | +0.4% | -2.1% | +2.5% | +0.6% |
| 3M | -11.3% | +6.4% | -17.7% | -13.2% |
| 6M | +35.1% | -3.7% | +38.8% | +35.7% |
| YTD | +90.5% | -6.4% | +96.9% | +92.9% |
| 1Y | +132.0% | -7.9% | +140.0% | +135.8% |
| 3Y | +463.3% | +20.8% | +442.5% | +405.5% |
| 5Y | +382.5% | +29.0% | +353.5% | +303.9% |
| All | +382.5% | +30.9% | +351.6% | +303.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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