+1,217.9%
GLW vs WCN
+7,961.2%
-6,743.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.5% |
| 7D | -11.1% | +2.6% | -13.7% | -11.8% |
| 30D | -28.4% | +25.3% | -53.8% | -33.4% |
| 3M | -28.8% | +15.2% | -44.0% | -32.2% |
| 6M | -39.8% | +26.4% | -66.2% | -44.8% |
| YTD | +28.7% | +9.9% | +18.8% | +22.4% |
| 1Y | +27.7% | +16.2% | +11.6% | +19.3% |
| 3Y | +331.3% | +49.4% | +281.9% | +270.6% |
| 5Y | +233.4% | +46.2% | +187.3% | +186.8% |
| 10Y | +521.8% | +305.7% | +216.1% | +307.5% |
| All | +1,217.9% | +7,961.2% | -6,743.2% | +401.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling