+44.5%
GOOG vs W
+25.7%
+18.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.3% |
| 7D | -2.2% | -4.2% | +2.0% | -1.9% |
| 30D | -6.9% | -7.6% | +0.7% | -6.3% |
| 3M | -9.1% | +37.2% | -46.3% | -11.8% |
| 6M | +10.6% | +26.3% | -15.7% | +7.6% |
| YTD | +7.0% | -1.0% | +8.0% | +5.9% |
| 1Y | +44.5% | +20.1% | +24.4% | +39.6% |
| All | +44.5% | +25.7% | +18.9% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling