+243.8%
GLW vs WCN
+46.3%
+197.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.5% | +8.8% | +9.2% |
| 7D | -5.9% | +1.2% | -7.1% | -5.9% |
| 30D | -26.0% | +24.6% | -50.6% | -27.3% |
| 3M | -29.9% | +14.2% | -44.1% | -30.4% |
| 6M | -37.8% | +25.7% | -63.4% | -40.0% |
| YTD | +33.1% | +9.3% | +23.8% | +33.5% |
| 1Y | +36.8% | +15.3% | +21.5% | +34.3% |
| 3Y | +356.1% | +48.6% | +307.5% | +295.3% |
| 5Y | +243.8% | +46.9% | +196.9% | +190.6% |
| All | +243.8% | +46.3% | +197.5% | +190.6% |
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