+38.3%
GOOG vs W
+13.1%
+25.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.8% |
| 7D | -2.5% | +0.5% | -3.0% | -2.5% |
| 30D | -3.6% | -5.6% | +2.0% | -3.2% |
| 3M | -6.4% | +41.9% | -48.3% | -9.4% |
| 6M | +7.8% | +30.2% | -22.5% | +4.6% |
| YTD | +5.5% | -2.9% | +8.4% | +4.5% |
| 1Y | +38.3% | +11.6% | +26.7% | +33.5% |
| All | +38.3% | +13.1% | +25.2% | +33.5% |
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