+2,825.4%
GLW vs WWD
+15,408.5%
-12,583.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +5.3% |
| 7D | +3.8% | +1.3% | +2.5% | +3.3% |
| 30D | -1.3% | -7.2% | +5.8% | +1.6% |
| 3M | -21.8% | -3.8% | -18.0% | -21.0% |
| 6M | +6.9% | -9.9% | +16.8% | +11.2% |
| YTD | +77.2% | +14.8% | +62.3% | +68.0% |
| 1Y | +123.2% | +42.1% | +81.2% | +94.5% |
| 3Y | +400.0% | +170.8% | +229.2% | +237.9% |
| 5Y | +342.8% | +197.5% | +145.3% | +183.5% |
| 10Y | +771.4% | +477.8% | +293.6% | +316.9% |
| All | +2,825.4% | +15,408.5% | -12,583.2% | +448.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling