+865.8%
GLW vs WTW
+1,181.4%
-315.7%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.0% | -6.3% | -5.0% |
| 7D | +7.7% | +2.0% | +5.8% | +6.9% |
| 30D | -18.8% | +12.9% | -31.7% | -22.7% |
| 3M | -27.7% | +0.7% | -28.5% | -28.8% |
| 6M | -44.4% | +39.5% | -83.9% | -52.6% |
| YTD | +31.3% | +3.1% | +28.2% | +23.0% |
| 1Y | +40.0% | +4.8% | +35.3% | +30.2% |
| 3Y | +339.2% | +42.9% | +296.3% | +249.0% |
| 5Y | +229.2% | +55.3% | +173.9% | +149.6% |
| 10Y | +528.4% | +217.2% | +311.2% | +246.1% |
| All | +865.8% | +1,181.4% | -315.7% | +267.6% |
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 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