+463.3%
GLW vs WSM
+239.4%
+223.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.2% | +7.4% | +7.5% |
| 7D | +14.0% | +2.6% | +11.4% | +13.3% |
| 30D | +0.4% | -9.5% | +9.9% | +2.9% |
| 3M | -11.3% | +12.9% | -24.2% | -13.9% |
| 6M | +35.1% | +23.0% | +12.0% | +28.4% |
| YTD | +90.5% | +28.9% | +61.6% | +79.6% |
| 1Y | +132.0% | +13.7% | +118.4% | +123.7% |
| 3Y | +463.3% | +232.6% | +230.7% | +371.4% |
| All | +463.3% | +239.4% | +223.9% | +371.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling