+116.4%
GOOG vs SW
+40.4%
+76.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.8% |
| 7D | -0.2% | +4.7% | -4.9% | -0.6% |
| 30D | -18.2% | +5.0% | -23.2% | -18.7% |
| 3M | -21.7% | -7.3% | -14.4% | -21.1% |
| 6M | -26.6% | +15.0% | -41.6% | -28.1% |
| YTD | -10.0% | +18.5% | -28.6% | -13.0% |
| 1Y | -0.8% | +27.1% | -27.9% | -5.1% |
| All | +116.4% | +40.4% | +76.0% | +113.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling