+97.7%
GOOG vs WWD
+187.3%
-89.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.8% |
| 7D | +3.0% | +4.0% | -0.9% | +1.9% |
| 30D | -14.9% | +0.4% | -15.3% | -15.2% |
| 3M | -14.9% | -7.9% | -7.0% | -13.3% |
| 6M | -26.6% | -10.6% | -16.0% | -25.1% |
| YTD | -6.6% | +9.4% | -16.0% | -11.2% |
| 1Y | +5.1% | +25.7% | -20.7% | -4.9% |
| 3Y | +121.0% | +148.5% | -27.6% | +52.0% |
| All | +97.7% | +187.3% | -89.6% | +22.6% |
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 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