+212.6%
GLW vs WWD
+170.1%
+42.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.4% | -0.8% | +0.8% |
| 7D | -13.9% | +4.2% | -18.1% | -15.5% |
| 30D | -35.0% | -2.1% | -32.8% | -34.0% |
| 3M | -32.4% | -13.2% | -19.2% | -26.8% |
| 6M | -41.3% | -16.9% | -24.5% | -35.7% |
| YTD | +21.8% | +5.2% | +16.6% | +20.3% |
| 1Y | +21.8% | +20.6% | +1.3% | +12.4% |
| 3Y | +307.7% | +146.3% | +161.3% | +169.7% |
| All | +212.6% | +170.1% | +42.5% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 5y: compounded portfolio wealth divided by compounded WWD 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…
5y analysis · Full analysis span regression · 6 months rolling