+554.2%
GLW vs WM
+331.3%
+222.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.5% |
| 7D | +15.5% | +1.2% | +14.4% | +14.9% |
| 30D | -19.6% | +15.2% | -34.8% | -25.1% |
| 3M | -28.5% | +8.3% | -36.8% | -31.7% |
| 6M | -39.5% | +13.1% | -52.7% | -44.9% |
| YTD | +37.2% | +12.5% | +24.7% | +23.6% |
| 1Y | +35.4% | +21.8% | +13.6% | +15.5% |
| 3Y | +359.7% | +48.8% | +310.9% | +228.4% |
| 5Y | +244.0% | +62.1% | +181.9% | +124.6% |
| All | +554.2% | +331.3% | +222.9% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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