+833.1%
GLW vs WY
+7.2%
+825.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -1.9% |
| 7D | +11.7% | -3.7% | +15.4% | +13.7% |
| 30D | +2.7% | -11.3% | +14.0% | +8.5% |
| 3M | -2.8% | -8.1% | +5.3% | +0.1% |
| 6M | +20.2% | -7.4% | +27.6% | +23.4% |
| YTD | +87.3% | -4.7% | +92.0% | +88.1% |
| 1Y | +119.6% | -9.2% | +128.8% | +125.0% |
| 3Y | +453.7% | -24.7% | +478.4% | +505.9% |
| 5Y | +376.1% | -21.6% | +397.6% | +400.8% |
| All | +833.1% | +7.2% | +825.9% | +659.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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