+3,340.5%
GLW vs WSM
+38,954.9%
-35,614.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -4.6% |
| 7D | +7.7% | 0.0% | +7.7% | +7.8% |
| 30D | -18.8% | +5.1% | -23.9% | -19.9% |
| 3M | -27.7% | +5.1% | -32.8% | -28.7% |
| 6M | -44.4% | +48.6% | -93.0% | -49.2% |
| YTD | +31.3% | +44.2% | -12.9% | +20.7% |
| 1Y | +40.0% | +38.1% | +2.0% | +29.9% |
| 3Y | +339.2% | +257.2% | +82.0% | +219.0% |
| 5Y | +229.2% | +165.1% | +64.1% | +147.0% |
| 10Y | +528.4% | +1,123.6% | -595.2% | +217.0% |
| All | +3,340.5% | +38,954.9% | -35,614.4% | +805.5% |
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