+244.0%
GLW vs WST
-0.5%
+244.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +15.5% | +4.9% | +10.7% | +14.6% |
| 30D | -19.6% | +10.7% | -30.2% | -20.9% |
| 3M | -28.5% | +16.8% | -45.3% | -30.5% |
| 6M | -39.5% | +32.0% | -71.5% | -42.5% |
| YTD | +37.2% | +49.9% | -12.7% | +27.1% |
| 1Y | +35.4% | +50.6% | -15.2% | +25.3% |
| 3Y | +359.7% | +21.4% | +338.3% | +319.2% |
| 5Y | +244.0% | -0.6% | +244.6% | +209.1% |
| All | +244.0% | -0.5% | +244.5% | +209.1% |
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