+145.8%
GOOG vs GWW
+89.6%
+56.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.9% | +1.4% |
| 7D | 0.0% | -3.4% | +3.4% | +0.9% |
| 30D | -2.0% | -1.9% | -0.1% | -1.5% |
| 3M | -5.9% | -2.4% | -3.5% | -5.5% |
| 6M | +8.9% | +15.7% | -6.8% | +4.4% |
| YTD | +7.1% | +27.6% | -20.5% | -0.3% |
| 1Y | +39.7% | +27.2% | +12.5% | +29.9% |
| 3Y | +145.8% | +89.7% | +56.2% | +86.9% |
| All | +145.8% | +89.6% | +56.2% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 3y: compounded portfolio wealth divided by compounded GWW 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…
3y analysis · Full analysis span regression · 6 months rolling