+119.6%
GLW vs WSM
+12.3%
+107.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.3% |
| 7D | +11.7% | +0.4% | +11.3% | +11.6% |
| 30D | +2.7% | -10.7% | +13.4% | +8.4% |
| 3M | -2.8% | +8.5% | -11.3% | -6.1% |
| 6M | +20.2% | +19.6% | +0.5% | +9.7% |
| YTD | +87.3% | +26.6% | +60.7% | +69.8% |
| 1Y | +119.6% | +12.0% | +107.6% | +101.6% |
| All | +119.6% | +12.3% | +107.3% | +101.6% |
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