+1,905.2%
GOOG vs SW
+730.4%
+1,174.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.8% |
| 7D | -0.2% | +4.7% | -4.9% | -0.5% |
| 30D | -18.2% | +5.0% | -23.2% | -18.5% |
| 3M | -21.7% | -7.3% | -14.4% | -21.4% |
| 6M | -26.6% | +15.0% | -41.6% | -27.4% |
| YTD | -10.0% | +18.5% | -28.6% | -11.4% |
| 1Y | -0.8% | +27.1% | -27.9% | -2.8% |
| 3Y | +118.2% | +49.3% | +68.8% | +110.9% |
| 5Y | +90.6% | -1.6% | +92.2% | +85.6% |
| 10Y | +646.5% | +185.4% | +461.1% | +593.6% |
| All | +1,905.2% | +730.4% | +1,174.9% | +1,617.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling