+128.8%
GOOG vs WWD
+191.3%
-62.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -1.6% | +0.6% | -2.2% | -1.7% |
| 30D | -7.7% | -5.1% | -2.6% | -6.4% |
| 3M | -9.3% | -11.2% | +1.9% | -6.8% |
| 6M | +7.4% | -12.0% | +19.5% | +10.2% |
| YTD | +4.9% | +12.0% | -7.1% | -0.5% |
| 1Y | +37.2% | +42.8% | -5.6% | +19.9% |
| 3Y | +141.6% | +168.9% | -27.3% | +63.7% |
| 5Y | +128.8% | +192.2% | -63.5% | +43.5% |
| All | +128.8% | +191.3% | -62.5% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling