+493.9%
GLW vs WM
+339.4%
+154.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.5% |
| 7D | -13.9% | +1.2% | -15.1% | -14.6% |
| 30D | -35.0% | +13.1% | -48.1% | -39.1% |
| 3M | -32.4% | +3.6% | -36.0% | -34.1% |
| 6M | -41.3% | +8.1% | -49.4% | -45.5% |
| YTD | +21.8% | +8.9% | +12.9% | +11.3% |
| 1Y | +21.8% | +20.3% | +1.5% | +3.9% |
| 3Y | +307.7% | +46.2% | +261.5% | +192.1% |
| 5Y | +213.7% | +59.9% | +153.8% | +104.3% |
| All | +493.9% | +339.4% | +154.5% | +85.7% |
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