+3.6%
GOOG vs WM
+21.9%
-18.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.6% | +3.7% |
| 7D | -10.7% | +5.9% | -16.7% | -9.2% |
| 30D | -16.4% | +15.4% | -31.8% | -13.7% |
| 3M | -23.4% | +6.3% | -29.8% | -22.2% |
| 6M | -24.2% | +5.6% | -29.8% | -23.1% |
| YTD | -8.3% | +9.9% | -18.2% | -4.7% |
| 1Y | +3.6% | +20.8% | -17.2% | +15.5% |
| All | +3.6% | +21.9% | -18.3% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 1y: compounded portfolio wealth divided by compounded WM 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…
1y analysis · Full analysis span regression · 6 months rolling