+1,090.8%
GOOG vs W
+176.2%
+914.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.6% | -1.4% |
| 7D | -2.1% | -4.2% | +2.0% | -1.6% |
| 30D | -6.8% | -7.6% | +0.7% | -5.9% |
| 3M | -9.1% | +37.2% | -46.2% | -13.8% |
| 6M | +10.7% | +26.3% | -15.6% | +5.4% |
| YTD | +7.1% | -1.0% | +8.0% | +4.8% |
| 1Y | +44.6% | +20.1% | +24.5% | +36.6% |
| 3Y | +147.4% | +37.8% | +109.6% | +115.4% |
| 5Y | +133.8% | -63.7% | +197.5% | +115.9% |
| 10Y | +777.5% | +156.3% | +621.2% | +494.9% |
| All | +1,090.8% | +176.2% | +914.6% | +676.4% |
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