+928.6%
WDC vs GLW
+345.9%
+582.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +5.7% | +0.2% | +2.0% |
| 7D | +1.7% | +3.8% | -2.0% | -0.8% |
| 30D | -10.0% | -1.3% | -8.6% | -9.8% |
| 3M | -18.8% | -21.8% | +3.1% | -6.2% |
| 6M | +79.0% | +6.9% | +72.1% | +60.2% |
| YTD | +171.6% | +77.2% | +94.4% | +61.8% |
| 1Y | +417.4% | +123.2% | +294.1% | +159.4% |
| 3Y | +1,251.8% | +400.0% | +851.8% | +260.2% |
| All | +928.6% | +345.9% | +582.8% | +202.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling