+554.2%
GLW vs WING
+620.6%
-66.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.1% |
| 7D | +15.5% | -3.9% | +19.4% | +16.2% |
| 30D | -19.6% | +26.6% | -46.2% | -22.6% |
| 3M | -28.5% | +42.5% | -71.0% | -32.7% |
| 6M | -39.5% | +29.4% | -68.9% | -42.7% |
| YTD | +37.2% | -32.8% | +70.0% | +42.0% |
| 1Y | +35.4% | -33.5% | +68.9% | +40.0% |
| 3Y | +359.7% | -23.4% | +383.1% | +336.2% |
| 5Y | +244.0% | -0.4% | +244.4% | +193.6% |
| All | +554.2% | +620.6% | -66.4% | +265.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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