+1,203.2%
GLW vs WTW
+1,174.9%
+28.3%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.8% | +6.5% |
| 7D | +3.8% | -2.6% | +6.4% | +4.7% |
| 30D | -1.3% | -1.0% | -0.4% | -1.2% |
| 3M | -21.8% | +29.9% | -51.7% | -30.6% |
| 6M | +6.9% | +10.7% | -3.8% | -0.4% |
| YTD | +77.2% | +2.6% | +74.6% | +67.8% |
| 1Y | +123.2% | +2.8% | +120.5% | +110.4% |
| 3Y | +400.0% | +67.3% | +332.7% | +272.1% |
| 5Y | +342.8% | +56.6% | +286.2% | +236.8% |
| 10Y | +771.4% | +204.1% | +567.3% | +391.6% |
| All | +1,203.2% | +1,174.9% | +28.3% | +401.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling