+342.1%
GLW vs WST
-25.7%
+367.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +5.8% |
| 7D | +3.8% | +0.7% | +3.0% | +3.6% |
| 30D | -1.3% | -3.1% | +1.8% | -0.8% |
| 3M | -21.8% | +7.2% | -29.0% | -22.7% |
| 6M | +6.9% | +36.8% | -29.9% | +1.1% |
| YTD | +77.2% | +23.8% | +53.3% | +70.0% |
| 1Y | +123.2% | +37.8% | +85.5% | +110.1% |
| 3Y | +400.0% | -15.9% | +415.9% | +395.3% |
| All | +342.1% | -25.7% | +367.8% | +304.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling