+134.7%
GLW vs WFC
+15.5%
+119.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.0% |
| 7D | +16.9% | +0.4% | +16.4% | +16.7% |
| 30D | +7.0% | +2.5% | +4.5% | +6.2% |
| 3M | -3.0% | +10.0% | -12.9% | -5.8% |
| 6M | +31.0% | +15.1% | +15.9% | +25.1% |
| YTD | +93.4% | -2.2% | +95.6% | +94.6% |
| 1Y | +134.7% | +13.5% | +121.3% | +129.5% |
| All | +134.7% | +15.5% | +119.2% | +129.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling