+145.8%
GOOG vs WU
-28.7%
+174.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +1.0% | +1.5% |
| 7D | 0.0% | -3.5% | +3.5% | +0.3% |
| 30D | -2.0% | -2.9% | +1.0% | -1.7% |
| 3M | -5.9% | -2.3% | -3.6% | -6.7% |
| 6M | +8.9% | -25.4% | +34.3% | +12.2% |
| YTD | +7.1% | -21.2% | +28.3% | +9.3% |
| 1Y | +39.7% | -8.9% | +48.5% | +38.3% |
| 3Y | +145.8% | -29.0% | +174.8% | +157.0% |
| All | +145.8% | -28.7% | +174.6% | +157.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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