+4,542.6%
GLW vs WSM
+34,755.7%
-30,213.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.1% | +3.6% | +5.2% |
| 7D | +3.8% | -3.3% | +7.0% | +4.5% |
| 30D | -1.3% | -8.4% | +7.0% | +0.6% |
| 3M | -21.8% | +9.7% | -31.5% | -23.4% |
| 6M | +6.9% | +16.7% | -9.8% | +3.3% |
| YTD | +77.2% | +28.7% | +48.5% | +67.5% |
| 1Y | +123.2% | +13.7% | +109.6% | +116.3% |
| 3Y | +400.0% | +230.1% | +169.9% | +269.2% |
| 5Y | +342.8% | +179.0% | +163.9% | +229.0% |
| 10Y | +771.4% | +1,002.5% | -231.1% | +350.4% |
| All | +4,542.6% | +34,755.7% | -30,213.1% | +1,156.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling