+339.2%
GLW vs WTW
+44.7%
+294.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.0% | -6.3% | -3.3% |
| 7D | +7.7% | +2.0% | +5.8% | +8.9% |
| 30D | -18.8% | +12.9% | -31.7% | -13.7% |
| 3M | -27.7% | +0.7% | -28.5% | -26.4% |
| 6M | -44.4% | +39.5% | -83.9% | -35.3% |
| YTD | +31.3% | +3.1% | +28.2% | +48.0% |
| 1Y | +40.0% | +4.8% | +35.3% | +57.5% |
| 3Y | +339.2% | +42.9% | +296.3% | +390.4% |
| All | +339.2% | +44.7% | +294.5% | +390.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling