+562.0%
GLW vs WY
+3.1%
+558.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.3% | +7.4% |
| 7D | +1.4% | -5.1% | +6.5% | +3.9% |
| 30D | -18.2% | +9.0% | -27.2% | -22.2% |
| 3M | -24.2% | -16.7% | -7.5% | -18.4% |
| 6M | -41.7% | -10.3% | -31.5% | -40.1% |
| YTD | +38.3% | -10.5% | +48.8% | +41.4% |
| 1Y | +38.2% | -5.9% | +44.1% | +37.4% |
| 3Y | +363.4% | -24.7% | +388.1% | +399.4% |
| 5Y | +254.6% | -31.5% | +286.1% | +296.1% |
| 10Y | +562.0% | +4.7% | +557.2% | +436.7% |
| All | +562.0% | +3.1% | +558.9% | +436.7% |
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