+773.3%
GOOG vs WM
+305.2%
+468.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +1.1% | -0.9% | +2.0% | +1.4% |
| 30D | -5.1% | -4.3% | -0.7% | -3.6% |
| 3M | -7.1% | +0.8% | -7.8% | -7.8% |
| 6M | +12.7% | -10.8% | +23.4% | +16.7% |
| YTD | +7.1% | -0.1% | +7.1% | +5.9% |
| 1Y | +43.6% | +1.0% | +42.6% | +40.8% |
| 3Y | +146.8% | +45.1% | +101.7% | +98.8% |
| 5Y | +133.7% | +52.1% | +81.6% | +80.9% |
| 10Y | +773.3% | +302.9% | +470.4% | +331.3% |
| All | +773.3% | +305.2% | +468.1% | +331.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling