+4,542.6%
GLW vs WFC
+8,676.2%
-4,133.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +5.4% |
| 7D | +3.8% | +3.8% | 0.0% | +2.3% |
| 30D | -1.3% | +1.5% | -2.8% | -1.9% |
| 3M | -21.8% | +10.9% | -32.7% | -25.1% |
| 6M | +6.9% | +8.4% | -1.5% | +3.1% |
| YTD | +77.2% | -1.9% | +79.0% | +76.9% |
| 1Y | +123.2% | +12.3% | +110.9% | +111.3% |
| 3Y | +400.0% | +132.3% | +267.7% | +255.1% |
| 5Y | +342.8% | +130.1% | +212.7% | +210.2% |
| 10Y | +771.4% | +134.4% | +637.0% | +483.0% |
| All | +4,542.6% | +8,676.2% | -4,133.6% | +687.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling