+232.7%
GLW vs WEC
+56.3%
+176.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.5% |
| 7D | +7.7% | +2.3% | +5.4% | +7.2% |
| 30D | -18.8% | +11.1% | -29.9% | -21.1% |
| 3M | -27.7% | +8.4% | -36.2% | -29.3% |
| 6M | -44.4% | +7.5% | -51.9% | -45.7% |
| YTD | +31.3% | +15.3% | +15.9% | +25.9% |
| 1Y | +40.0% | +9.7% | +30.3% | +36.0% |
| 3Y | +339.2% | +64.7% | +274.6% | +269.6% |
| All | +232.7% | +56.3% | +176.4% | +181.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling