+542.4%
GLW vs WEC
+178.6%
+363.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.1% | +8.1% | +8.8% |
| 7D | -5.9% | +0.2% | -6.1% | -6.0% |
| 30D | -26.0% | +12.9% | -38.9% | -29.7% |
| 3M | -29.9% | +9.8% | -39.7% | -32.6% |
| 6M | -37.8% | +6.7% | -44.5% | -39.7% |
| YTD | +33.1% | +14.0% | +19.2% | +25.6% |
| 1Y | +36.8% | +7.3% | +29.5% | +32.0% |
| 3Y | +356.1% | +63.8% | +292.3% | +263.4% |
| 5Y | +243.8% | +54.8% | +189.1% | +176.5% |
| 10Y | +542.4% | +185.7% | +356.7% | +395.0% |
| All | +542.4% | +178.6% | +363.8% | +395.0% |
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