+554.2%
GLW vs WSM
+1,113.6%
-559.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | +0.4% |
| 7D | +15.5% | -3.2% | +18.7% | +16.6% |
| 30D | -19.6% | +4.6% | -24.2% | -20.8% |
| 3M | -28.5% | +2.4% | -30.9% | -29.2% |
| 6M | -39.5% | +43.7% | -83.2% | -45.4% |
| YTD | +37.2% | +42.1% | -4.9% | +24.2% |
| 1Y | +35.4% | +32.3% | +3.2% | +24.8% |
| 3Y | +359.7% | +253.0% | +106.7% | +208.9% |
| 5Y | +244.0% | +161.3% | +82.7% | +140.4% |
| All | +554.2% | +1,113.6% | -559.4% | +169.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling