+767.4%
GOOG vs W
+155.6%
+611.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.0% |
| 7D | -2.5% | +0.5% | -3.0% | -2.6% |
| 30D | -3.6% | -5.6% | +2.0% | -2.9% |
| 3M | -6.4% | +41.9% | -48.3% | -12.2% |
| 6M | +7.8% | +30.2% | -22.5% | +1.7% |
| YTD | +5.5% | -2.9% | +8.4% | +3.3% |
| 1Y | +38.3% | +11.6% | +26.7% | +31.3% |
| 3Y | +143.1% | +37.0% | +106.1% | +108.8% |
| 5Y | +135.0% | -62.8% | +197.8% | +116.0% |
| All | +767.4% | +155.6% | +611.7% | +459.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling