+13,164.2%
GOOG vs WSM
+2,115.8%
+11,048.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -1.6% | +2.6% | -4.2% | -2.1% |
| 30D | -7.7% | -9.3% | +1.6% | -5.7% |
| 3M | -9.3% | +7.1% | -16.4% | -10.9% |
| 6M | +7.4% | +21.7% | -14.3% | +2.4% |
| YTD | +4.9% | +28.7% | -23.9% | -1.7% |
| 1Y | +37.2% | +13.9% | +23.4% | +31.9% |
| 3Y | +141.6% | +232.2% | -90.6% | +73.8% |
| 5Y | +128.8% | +176.4% | -47.6% | +66.6% |
| 10Y | +772.7% | +1,072.4% | -299.7% | +317.0% |
| All | +13,164.2% | +2,115.8% | +11,048.4% | +4,661.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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