+3,093.2%
GLW vs WST
+14,518.0%
-11,424.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.0% |
| 7D | -13.9% | -3.1% | -10.8% | -12.9% |
| 30D | -35.0% | +9.1% | -44.1% | -36.8% |
| 3M | -32.4% | +14.7% | -47.0% | -35.6% |
| 6M | -41.3% | +28.0% | -69.4% | -46.4% |
| YTD | +21.8% | +45.6% | -23.8% | +5.9% |
| 1Y | +21.8% | +45.7% | -23.8% | +5.8% |
| 3Y | +307.7% | +21.1% | +286.6% | +240.2% |
| 5Y | +213.7% | +0.3% | +213.4% | +170.4% |
| 10Y | +509.3% | +449.0% | +60.2% | +156.5% |
| All | +3,093.2% | +14,518.0% | -11,424.8% | +316.1% |
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 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