+382.5%
GLW vs WPM
+261.1%
+121.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.1% | +7.5% | +7.5% |
| 7D | +14.0% | +7.0% | +7.0% | +11.9% |
| 30D | +0.4% | +15.7% | -15.4% | -4.1% |
| 3M | -11.3% | +35.2% | -46.5% | -19.1% |
| 6M | +35.1% | +6.1% | +29.0% | +30.7% |
| YTD | +90.5% | +32.6% | +58.0% | +76.8% |
| 1Y | +132.0% | +46.9% | +85.1% | +111.0% |
| 3Y | +463.3% | +276.3% | +187.0% | +329.4% |
| 5Y | +382.5% | +260.0% | +122.5% | +232.0% |
| All | +382.5% | +261.1% | +121.4% | +232.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling