+4,392.9%
GOOG vs WBD
+288.3%
+4,104.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.3% | -1.9% |
| 7D | -1.6% | -1.7% | +0.1% | -1.2% |
| 30D | -7.7% | +3.9% | -11.5% | -8.4% |
| 3M | -9.3% | +5.1% | -14.4% | -10.4% |
| 6M | +7.4% | +0.6% | +6.9% | +7.2% |
| YTD | +4.9% | -3.2% | +8.0% | +5.4% |
| 1Y | +37.2% | +127.7% | -90.4% | +11.4% |
| 3Y | +141.6% | +146.6% | -4.9% | +80.9% |
| 5Y | +128.8% | +4.2% | +124.6% | +99.4% |
| 10Y | +772.7% | +13.7% | +759.0% | +541.2% |
| All | +4,392.9% | +288.3% | +4,104.6% | +1,702.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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