+3.6%
GOOG vs WWD
+27.2%
-23.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.9% | +5.1% | +3.5% |
| 7D | -10.7% | +7.3% | -18.1% | -11.8% |
| 30D | -16.4% | -2.0% | -14.5% | -16.1% |
| 3M | -23.4% | -12.6% | -10.8% | -21.6% |
| 6M | -24.2% | -8.4% | -15.8% | -23.7% |
| YTD | -8.3% | +8.2% | -16.5% | -9.4% |
| 1Y | +3.6% | +26.5% | -22.9% | -0.1% |
| All | +3.6% | +27.2% | -23.6% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling