+123.2%
GLW vs WETO
-98.9%
+222.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -20.8% | +26.5% | +6.1% |
| 7D | +3.8% | -55.4% | +59.2% | +5.1% |
| 30D | -1.3% | -48.5% | +47.1% | -4.7% |
| 3M | -21.8% | -97.5% | +75.7% | -17.8% |
| 6M | +6.9% | -94.2% | +101.1% | +10.6% |
| YTD | +77.2% | -97.0% | +174.2% | +85.4% |
| 1Y | +123.2% | -98.9% | +222.1% | +155.5% |
| All | +123.2% | -98.9% | +222.1% | +155.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling