+13,245.4%
GOOG vs WTW
+459.6%
+12,785.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | -2.5% | -7.8% | +5.3% | +0.4% |
| 30D | -3.6% | -7.9% | +4.3% | -0.7% |
| 3M | -6.4% | +19.9% | -26.4% | -13.1% |
| 6M | +7.8% | +9.8% | -2.0% | +2.4% |
| YTD | +5.5% | -3.3% | +8.8% | +4.4% |
| 1Y | +38.3% | -3.3% | +41.6% | +36.3% |
| 3Y | +143.1% | +61.5% | +81.5% | +88.7% |
| 5Y | +135.0% | +42.6% | +92.4% | +91.7% |
| 10Y | +778.1% | +197.1% | +581.0% | +416.9% |
| All | +13,245.4% | +459.6% | +12,785.8% | +5,673.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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