+463.3%
GLW vs WPM
+279.1%
+184.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.1% | +7.5% | +7.5% |
| 7D | +14.0% | +7.0% | +7.0% | +11.5% |
| 30D | +0.4% | +15.7% | -15.4% | -4.9% |
| 3M | -11.3% | +35.2% | -46.5% | -20.6% |
| 6M | +35.1% | +6.1% | +29.0% | +29.4% |
| YTD | +90.5% | +32.6% | +58.0% | +75.1% |
| 1Y | +132.0% | +46.9% | +85.1% | +109.0% |
| 3Y | +463.3% | +276.3% | +187.0% | +330.6% |
| All | +463.3% | +279.1% | +184.2% | +330.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling