+851.8%
GLW vs WTW
+198.0%
+653.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +7.8% | -5.7% | +13.6% | +9.7% |
| 30D | -0.4% | -7.3% | +6.8% | +1.6% |
| 3M | -5.6% | +21.5% | -27.0% | -13.1% |
| 6M | +26.7% | +9.6% | +17.1% | +19.5% |
| YTD | +91.0% | -3.3% | +94.3% | +87.3% |
| 1Y | +122.4% | -6.1% | +128.5% | +120.3% |
| 3Y | +471.0% | +61.8% | +409.2% | +308.1% |
| 5Y | +385.6% | +42.7% | +343.0% | +267.1% |
| All | +851.8% | +198.0% | +653.8% | +393.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling