+205.7%
GLW vs WM
+62.1%
+143.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +1.2% | -14.1% | -12.9% |
| 7D | -19.7% | +4.5% | -24.2% | -19.6% |
| 30D | -38.8% | +16.1% | -54.9% | -38.7% |
| 3M | -33.9% | +8.0% | -41.9% | -33.6% |
| 6M | -36.0% | +8.4% | -44.4% | -36.2% |
| YTD | +18.7% | +11.2% | +7.5% | +16.7% |
| 1Y | +19.8% | +22.3% | -2.5% | +13.7% |
| 3Y | +294.3% | +50.2% | +244.1% | +239.8% |
| 5Y | +205.7% | +63.3% | +142.4% | +150.7% |
| All | +205.7% | +62.1% | +143.7% | +150.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling