+40.6%
GLW vs WSM
+44.0%
-3.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +6.5% | -12.3% | -8.6% |
| 7D | -9.5% | +8.0% | -17.5% | -12.8% |
| 30D | -25.5% | +13.5% | -39.0% | -30.3% |
| 3M | -25.6% | +8.8% | -34.4% | -29.0% |
| 6M | -25.5% | +54.7% | -80.2% | -41.3% |
| YTD | +36.4% | +53.3% | -16.9% | +9.8% |
| 1Y | +40.6% | +41.1% | -0.5% | +14.4% |
| All | +40.6% | +44.0% | -3.4% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling