+780.7%
GOOG vs WAB
+296.8%
+483.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.5% | +1.2% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -2.0% | -4.1% | +2.1% | -0.7% |
| 3M | -5.9% | +8.2% | -14.0% | -8.8% |
| 6M | +8.9% | +15.4% | -6.5% | +3.1% |
| YTD | +7.1% | +33.1% | -26.0% | -3.5% |
| 1Y | +39.7% | +48.1% | -8.4% | +21.2% |
| 3Y | +145.8% | +167.7% | -21.9% | +74.9% |
| 5Y | +138.6% | +225.7% | -87.1% | +58.6% |
| All | +780.7% | +296.8% | +483.9% | +410.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling