+13,447.0%
GOOG vs WAB
+3,434.0%
+10,013.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.2% |
| 7D | +1.1% | +1.7% | -0.6% | +0.5% |
| 30D | -5.1% | -2.4% | -2.6% | -4.3% |
| 3M | -7.1% | +9.7% | -16.8% | -10.6% |
| 6M | +12.7% | +16.5% | -3.9% | +6.1% |
| YTD | +7.1% | +33.7% | -26.6% | -4.0% |
| 1Y | +43.6% | +49.7% | -6.1% | +23.6% |
| 3Y | +146.8% | +170.9% | -24.2% | +71.8% |
| 5Y | +133.7% | +228.0% | -94.4% | +51.4% |
| 10Y | +773.3% | +284.8% | +488.5% | +390.3% |
| All | +13,447.0% | +3,434.0% | +10,013.0% | +3,377.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling