+145.8%
GOOG vs WY
-24.8%
+170.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | 0.0% | -4.2% | +4.2% | +0.6% |
| 30D | -2.0% | -10.1% | +8.1% | -0.6% |
| 3M | -5.9% | -8.5% | +2.6% | -4.9% |
| 6M | +8.9% | -3.3% | +12.2% | +9.3% |
| YTD | +7.1% | -4.4% | +11.5% | +7.4% |
| 1Y | +39.7% | -11.5% | +51.2% | +41.8% |
| 3Y | +145.8% | -24.3% | +170.2% | +151.7% |
| All | +145.8% | -24.8% | +170.6% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 3y: compounded portfolio wealth divided by compounded WY 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…
3y analysis · Full analysis span regression · 6 months rolling