+542.4%
GLW vs WST
+466.7%
+75.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.3% | +5.9% | +8.4% |
| 7D | -5.9% | +1.3% | -7.2% | -6.0% |
| 30D | -26.0% | +12.9% | -38.9% | -28.2% |
| 3M | -29.9% | +16.7% | -46.6% | -32.8% |
| 6M | -37.8% | +26.8% | -64.6% | -41.8% |
| YTD | +33.1% | +50.5% | -17.4% | +18.3% |
| 1Y | +36.8% | +52.9% | -16.1% | +21.1% |
| 3Y | +356.1% | +23.9% | +332.2% | +293.7% |
| 5Y | +243.8% | +1.0% | +242.8% | +210.6% |
| 10Y | +542.4% | +451.4% | +91.0% | +146.8% |
| All | +542.4% | +466.7% | +75.7% | +146.8% |
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