+13,444.1%
GOOG vs BBWI
+244.6%
+13,199.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.9% | -1.6% |
| 7D | -2.1% | +1.5% | -3.7% | -2.5% |
| 30D | -6.8% | -5.2% | -1.6% | -6.1% |
| 3M | -9.1% | +11.1% | -20.2% | -11.6% |
| 6M | +10.7% | -13.4% | +24.1% | +12.3% |
| YTD | +7.1% | +0.1% | +7.0% | +4.8% |
| 1Y | +44.6% | -36.1% | +80.8% | +53.0% |
| 3Y | +147.4% | -44.1% | +191.5% | +157.8% |
| 5Y | +133.8% | -66.2% | +200.0% | +161.4% |
| 10Y | +777.5% | -54.8% | +832.3% | +711.7% |
| All | +13,444.1% | +244.6% | +13,199.6% | +5,349.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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