+521.8%
GLW vs WPM
+556.6%
-34.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.1% | +1.8% | -2.4% |
| 7D | -11.1% | +16.4% | -27.5% | -13.6% |
| 30D | -28.4% | -1.5% | -27.0% | -28.3% |
| 3M | -28.8% | +2.6% | -31.3% | -29.3% |
| 6M | -39.8% | -1.3% | -38.5% | -40.0% |
| YTD | +28.7% | +16.8% | +12.0% | +25.7% |
| 1Y | +27.7% | +34.1% | -6.4% | +22.7% |
| 3Y | +331.3% | +225.1% | +106.2% | +275.1% |
| 5Y | +233.4% | +234.5% | -1.0% | +185.2% |
| 10Y | +521.8% | +674.1% | -152.3% | +415.1% |
| All | +521.8% | +556.6% | -34.9% | +415.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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