+1,377.7%
GOOG vs NWSA
+121.6%
+1,256.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | -1.6% | -3.4% | +1.8% | -0.3% |
| 30D | -7.7% | +3.9% | -11.6% | -9.0% |
| 3M | -9.3% | +8.9% | -18.2% | -12.5% |
| 6M | +7.4% | +21.2% | -13.7% | -0.6% |
| YTD | +4.9% | +13.8% | -9.0% | -1.0% |
| 1Y | +37.2% | +1.4% | +35.8% | +34.9% |
| 3Y | +141.6% | +44.0% | +97.6% | +105.7% |
| 5Y | +128.8% | +40.5% | +88.3% | +92.2% |
| 10Y | +772.7% | +149.2% | +623.5% | +458.4% |
| All | +1,377.7% | +121.6% | +1,256.1% | +888.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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