+1,309.1%
WDC vs GLW
+858.9%
+450.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | 0.0% |
| 7D | +7.5% | +16.9% | -9.4% | -4.1% |
| 30D | +10.1% | +7.0% | +3.1% | +4.4% |
| 3M | -6.8% | -3.0% | -3.8% | -7.5% |
| 6M | +84.1% | +31.0% | +53.2% | +41.1% |
| YTD | +180.3% | +93.4% | +86.8% | +55.2% |
| 1Y | +411.1% | +134.7% | +276.3% | +144.8% |
| 3Y | +1,375.0% | +471.8% | +903.2% | +248.5% |
| 5Y | +991.6% | +394.5% | +597.1% | +186.8% |
| 10Y | +1,309.1% | +867.9% | +441.2% | +104.8% |
| All | +1,309.1% | +858.9% | +450.2% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 GLW 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