+780.7%
GOOG vs WWD
+498.2%
+282.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.2% | +1.2% |
| 7D | 0.0% | -2.6% | +2.6% | +0.7% |
| 30D | -2.0% | -6.9% | +5.0% | -0.1% |
| 3M | -5.9% | -13.0% | +7.2% | -2.7% |
| 6M | +8.9% | -12.5% | +21.4% | +11.9% |
| YTD | +7.1% | +11.8% | -4.7% | +2.3% |
| 1Y | +39.7% | +41.1% | -1.4% | +24.4% |
| 3Y | +145.8% | +163.1% | -17.2% | +79.2% |
| 5Y | +138.6% | +187.6% | -49.0% | +66.0% |
| All | +780.7% | +498.2% | +282.4% | +401.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling