+837.6%
GLW vs WFC
+132.6%
+705.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.2% | +9.8% | +8.7% |
| 7D | +14.0% | +1.1% | +13.0% | +13.3% |
| 30D | +0.4% | +0.8% | -0.5% | -0.2% |
| 3M | -11.3% | +9.3% | -20.6% | -15.8% |
| 6M | +35.1% | +10.6% | +24.4% | +27.0% |
| YTD | +90.5% | -4.1% | +94.6% | +92.1% |
| 1Y | +132.0% | +13.6% | +118.5% | +113.9% |
| 3Y | +463.3% | +130.7% | +332.6% | +250.2% |
| 5Y | +382.5% | +126.7% | +255.8% | +192.3% |
| 10Y | +837.6% | +132.1% | +705.5% | +434.7% |
| All | +837.6% | +132.6% | +705.1% | +434.7% |
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