+121.0%
GOOG vs W
+161.9%
-41.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | +3.0% | +0.2% | +2.9% | +3.0% |
| 30D | -14.9% | +6.8% | -21.7% | -15.8% |
| 3M | -14.9% | +10.7% | -25.6% | -16.2% |
| 6M | -26.6% | +86.3% | -112.9% | -32.8% |
| YTD | -6.6% | +11.5% | -18.1% | -9.8% |
| 1Y | +5.1% | +5.1% | 0.0% | +2.1% |
| 3Y | +121.0% | +171.0% | -50.0% | +79.1% |
| All | +121.0% | +161.9% | -41.0% | +79.1% |
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