+13,164.2%
GOOG vs WY
+106.6%
+13,057.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -1.9% |
| 7D | -1.6% | -1.7% | +0.1% | -1.0% |
| 30D | -7.7% | -9.9% | +2.2% | -4.2% |
| 3M | -9.3% | -7.5% | -1.8% | -7.0% |
| 6M | +7.4% | -5.1% | +12.6% | +8.8% |
| YTD | +4.9% | -2.1% | +7.0% | +4.5% |
| 1Y | +37.2% | -7.3% | +44.6% | +38.9% |
| 3Y | +141.6% | -22.6% | +164.3% | +155.0% |
| 5Y | +128.8% | -19.8% | +148.5% | +136.7% |
| 10Y | +772.7% | +9.6% | +763.2% | +642.0% |
| All | +13,164.2% | +106.6% | +13,057.6% | +7,896.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling