+632.6%
GOOG vs SW
+182.7%
+449.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | +2.1% | +2.3% | -0.3% | +1.8% |
| 30D | -18.3% | +6.8% | -25.0% | -18.9% |
| 3M | -20.3% | -5.2% | -15.1% | -20.0% |
| 6M | -28.1% | +7.4% | -35.5% | -28.9% |
| YTD | -9.3% | +17.4% | -26.7% | -11.7% |
| 1Y | -0.2% | +27.1% | -27.3% | -3.7% |
| 3Y | +118.0% | +47.9% | +70.2% | +105.4% |
| 5Y | +92.1% | -2.6% | +94.6% | +83.7% |
| All | +632.6% | +182.7% | +449.9% | +528.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling