+136.0%
GOOG vs GWW
+222.0%
-85.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.9% | +1.3% |
| 7D | 0.0% | -3.4% | +3.4% | +1.3% |
| 30D | -2.0% | -1.9% | -0.1% | -1.3% |
| 3M | -5.9% | -2.4% | -3.5% | -5.4% |
| 6M | +8.9% | +15.7% | -6.8% | +2.5% |
| YTD | +7.1% | +27.6% | -20.5% | -3.5% |
| 1Y | +39.7% | +27.2% | +12.5% | +25.8% |
| 3Y | +145.8% | +89.7% | +56.2% | +78.9% |
| All | +136.0% | +222.0% | -85.9% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling