+391.7%
GLW vs WTW
+41.5%
+350.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.6% | +5.1% | +1.5% |
| 7D | +16.9% | -7.1% | +24.0% | +16.9% |
| 30D | +7.0% | -8.5% | +15.5% | +7.1% |
| 3M | -3.0% | +20.6% | -23.5% | -4.1% |
| 6M | +31.0% | +7.2% | +23.8% | +31.7% |
| YTD | +93.4% | -3.9% | +97.3% | +98.5% |
| 1Y | +134.7% | -3.6% | +138.3% | +139.7% |
| 3Y | +471.8% | +60.7% | +411.1% | +340.5% |
| All | +391.7% | +41.5% | +350.1% | +282.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling