+4,542.6%
GLW vs WST
+12,330.1%
-7,787.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +6.0% |
| 7D | +3.8% | +0.7% | +3.0% | +3.5% |
| 30D | -1.3% | -3.1% | +1.8% | -0.3% |
| 3M | -21.8% | +7.2% | -29.0% | -23.8% |
| 6M | +6.9% | +36.8% | -29.9% | -4.7% |
| YTD | +77.2% | +23.8% | +53.3% | +63.1% |
| 1Y | +123.2% | +37.8% | +85.5% | +97.0% |
| 3Y | +400.0% | -15.9% | +415.9% | +377.1% |
| 5Y | +342.8% | -25.8% | +368.6% | +325.9% |
| 10Y | +771.4% | +319.6% | +451.8% | +303.7% |
| All | +4,542.6% | +12,330.1% | -7,787.5% | +540.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling