+3,012.0%
GLW vs WEC
+4,455.0%
-1,443.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +0.2% | -13.1% | -13.0% |
| 7D | -19.7% | +3.2% | -23.0% | -20.8% |
| 30D | -38.8% | +14.7% | -53.5% | -42.2% |
| 3M | -33.9% | +10.2% | -44.1% | -36.5% |
| 6M | -36.0% | +4.5% | -40.4% | -37.5% |
| YTD | +18.7% | +15.1% | +3.6% | +11.7% |
| 1Y | +19.8% | +9.4% | +10.4% | +14.7% |
| 3Y | +294.3% | +56.9% | +237.4% | +223.2% |
| 5Y | +205.7% | +54.4% | +151.3% | +149.2% |
| 10Y | +493.8% | +183.5% | +310.3% | +276.0% |
| All | +3,012.0% | +4,455.0% | -1,443.0% | +656.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling