+883.8%
GLW vs WU
-19.6%
+903.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.1% |
| 7D | +3.8% | -0.8% | +4.6% | +4.1% |
| 30D | -1.3% | -1.1% | -0.2% | -1.3% |
| 3M | -21.8% | -3.9% | -17.9% | -22.7% |
| 6M | +6.9% | -20.7% | +27.6% | +14.5% |
| YTD | +77.2% | -18.4% | +95.5% | +86.1% |
| 1Y | +123.2% | -8.1% | +131.3% | +118.9% |
| 3Y | +400.0% | -24.2% | +424.2% | +419.5% |
| 5Y | +342.8% | -50.4% | +393.3% | +452.9% |
| 10Y | +771.4% | -40.0% | +811.4% | +865.5% |
| All | +883.8% | -19.6% | +903.4% | +821.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling