+140.7%
GOOG vs W
+38.0%
+102.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.2% | -2.1% |
| 7D | -1.6% | +5.9% | -7.5% | -2.3% |
| 30D | -7.7% | -3.0% | -4.6% | -7.4% |
| 3M | -9.3% | +40.3% | -49.6% | -14.0% |
| 6M | +7.4% | +32.2% | -24.8% | +2.1% |
| YTD | +4.9% | -0.3% | +5.1% | +2.9% |
| 1Y | +37.2% | +16.2% | +21.1% | +30.6% |
| All | +140.7% | +38.0% | +102.7% | +106.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling