+938.8%
GOOG vs W
+210.9%
+727.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.9% |
| 3M | -14.9% | +10.7% | -25.6% | -16.4% |
| 6M | -26.6% | +86.3% | -112.9% | -33.6% |
| YTD | -6.6% | +11.5% | -18.1% | -10.3% |
| 1Y | +5.1% | +5.1% | 0.0% | +1.4% |
| 3Y | +121.0% | +171.0% | -50.0% | +75.5% |
| 5Y | +97.3% | -56.6% | +153.9% | +77.8% |
| 10Y | +683.2% | +213.4% | +469.8% | +418.7% |
| All | +938.8% | +210.9% | +727.9% | +564.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling