+13,444.1%
GOOG vs WWD
+4,156.0%
+9,288.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.4% |
| 7D | -2.1% | +1.3% | -3.4% | -2.5% |
| 30D | -6.8% | -7.2% | +0.3% | -4.9% |
| 3M | -9.1% | -3.8% | -5.2% | -8.6% |
| 6M | +10.7% | -9.9% | +20.6% | +13.1% |
| YTD | +7.1% | +14.8% | -7.8% | +1.1% |
| 1Y | +44.6% | +42.1% | +2.6% | +27.5% |
| 3Y | +147.4% | +170.8% | -23.4% | +75.6% |
| 5Y | +133.8% | +197.5% | -63.7% | +58.6% |
| 10Y | +777.5% | +477.8% | +299.7% | +346.2% |
| All | +13,444.1% | +4,156.0% | +9,288.2% | +3,889.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling