+307.7%
GLW vs WST
+19.1%
+288.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.4% |
| 7D | -13.9% | -3.1% | -10.8% | -13.6% |
| 30D | -35.0% | +9.1% | -44.1% | -35.6% |
| 3M | -32.4% | +14.7% | -47.0% | -33.4% |
| 6M | -41.3% | +28.0% | -69.4% | -43.0% |
| YTD | +21.8% | +45.6% | -23.8% | +16.2% |
| 1Y | +21.8% | +45.7% | -23.8% | +16.1% |
| 3Y | +307.7% | +21.1% | +286.6% | +268.9% |
| All | +307.7% | +19.1% | +288.6% | +268.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling