+463.3%
GLW vs WU
-27.2%
+490.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.5% | +10.1% | +7.7% |
| 7D | +14.0% | -0.8% | +14.9% | +14.0% |
| 30D | +0.4% | -1.1% | +1.5% | +0.3% |
| 3M | -11.3% | -1.8% | -9.5% | -12.9% |
| 6M | +35.1% | -23.9% | +59.0% | +37.4% |
| YTD | +90.5% | -20.4% | +110.9% | +91.8% |
| 1Y | +132.0% | -10.6% | +142.6% | +127.0% |
| 3Y | +463.3% | -27.7% | +491.1% | +462.1% |
| All | +463.3% | -27.2% | +490.5% | +462.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling