+867.9%
GLW vs WU
-40.9%
+908.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.8% |
| 7D | +16.9% | -4.9% | +21.8% | +19.0% |
| 30D | +7.0% | -1.3% | +8.3% | +7.0% |
| 3M | -3.0% | -3.6% | +0.6% | -4.5% |
| 6M | +31.0% | -24.3% | +55.3% | +41.9% |
| YTD | +93.4% | -21.1% | +114.5% | +104.4% |
| 1Y | +134.7% | -10.3% | +145.1% | +131.3% |
| 3Y | +471.8% | -28.4% | +500.2% | +505.8% |
| 5Y | +394.5% | -51.2% | +445.7% | +530.2% |
| 10Y | +867.9% | -39.6% | +907.6% | +963.3% |
| All | +867.9% | -40.9% | +908.8% | +963.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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