+526.0%
GLW vs WPM
+749.7%
-223.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.3% |
| 7D | +7.7% | -3.6% | +11.3% | +8.5% |
| 30D | -18.8% | +1.4% | -20.3% | -19.2% |
| 3M | -27.7% | -0.2% | -27.6% | -28.0% |
| 6M | -44.4% | -7.3% | -37.1% | -44.0% |
| YTD | +31.3% | +12.3% | +18.9% | +29.0% |
| 1Y | +40.0% | +24.9% | +15.2% | +35.9% |
| 3Y | +339.2% | +210.4% | +128.9% | +283.9% |
| 5Y | +229.2% | +210.4% | +18.8% | +183.4% |
| All | +526.0% | +749.7% | -223.7% | +415.4% |
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