+521.8%
GLW vs WST
+446.4%
+75.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -11.1% | +1.4% | -12.5% | -11.3% |
| 30D | -28.4% | +12.7% | -41.2% | -30.6% |
| 3M | -28.8% | +17.2% | -45.9% | -31.8% |
| 6M | -39.8% | +26.7% | -66.5% | -43.7% |
| YTD | +28.7% | +50.3% | -21.6% | +14.5% |
| 1Y | +27.7% | +50.2% | -22.5% | +13.5% |
| 3Y | +331.3% | +21.7% | +309.6% | +274.9% |
| 5Y | +233.4% | +2.0% | +231.4% | +199.7% |
| 10Y | +521.8% | +451.1% | +70.7% | +138.3% |
| All | +521.8% | +446.4% | +75.4% | +138.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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