+247.9%
GLW vs WETO
-99.4%
+347.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.4% | +7.4% | +2.1% |
| 7D | +7.8% | -4.3% | +12.2% | +7.9% |
| 30D | -0.4% | -39.9% | +39.5% | -3.8% |
| 3M | -5.6% | -97.9% | +92.3% | -3.3% |
| 6M | +26.7% | -95.0% | +121.8% | +28.5% |
| YTD | +91.0% | -97.2% | +188.2% | +94.2% |
| 1Y | +122.4% | -98.9% | +221.3% | +127.3% |
| All | +247.9% | -99.4% | +347.3% | +248.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling