+148.5%
GOOG vs WM
+46.8%
+101.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -1.1% |
| 7D | -2.1% | -0.3% | -1.8% | -2.2% |
| 30D | -6.8% | -2.4% | -4.5% | -7.0% |
| 3M | -9.1% | +0.4% | -9.5% | -9.1% |
| 6M | +10.7% | -9.5% | +20.2% | +10.0% |
| YTD | +7.1% | +0.5% | +6.6% | +7.1% |
| 1Y | +44.6% | -1.1% | +45.7% | +45.0% |
| All | +148.5% | +46.8% | +101.7% | +205.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling