+554.2%
GLW vs WEC
+195.2%
+358.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +15.5% | -0.7% | +16.2% | +15.9% |
| 30D | -19.6% | +11.0% | -30.5% | -23.0% |
| 3M | -28.5% | +8.6% | -37.1% | -31.0% |
| 6M | -39.5% | +6.2% | -45.7% | -41.3% |
| YTD | +37.2% | +14.3% | +22.9% | +29.3% |
| 1Y | +35.4% | +8.4% | +27.1% | +30.2% |
| 3Y | +359.7% | +62.9% | +296.8% | +267.2% |
| 5Y | +244.0% | +55.8% | +188.2% | +175.9% |
| All | +554.2% | +195.2% | +358.9% | +400.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 10y: compounded portfolio wealth divided by compounded WEC 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…
10y analysis · Full analysis span regression · 6 months rolling