+31.0%
GLW vs WETO
-94.7%
+125.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.1% | +6.6% | +1.6% |
| 7D | +16.9% | -38.7% | +55.6% | +17.9% |
| 30D | +7.0% | -51.3% | +58.3% | +3.3% |
| 3M | -3.0% | -97.8% | +94.9% | +3.8% |
| 6M | +31.0% | -94.8% | +125.7% | +39.0% |
| All | +31.0% | -94.7% | +125.7% | +39.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling