+526.0%
GLW vs WFC
+117.8%
+408.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.5% |
| 7D | +7.7% | +2.5% | +5.2% | +6.5% |
| 30D | -18.8% | +7.0% | -25.8% | -21.5% |
| 3M | -27.7% | -1.8% | -26.0% | -27.3% |
| 6M | -44.4% | +18.4% | -62.8% | -49.4% |
| YTD | +31.3% | -5.6% | +36.9% | +33.4% |
| 1Y | +40.0% | +3.9% | +36.2% | +35.5% |
| 3Y | +339.2% | +126.3% | +212.9% | +174.3% |
| 5Y | +229.2% | +91.1% | +138.1% | +118.2% |
| All | +526.0% | +117.8% | +408.2% | +256.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 10y: compounded portfolio wealth divided by compounded WFC 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…
10y analysis · Full analysis span regression · 6 months rolling