+740.7%
GOOGL vs BBWI
-57.7%
+798.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.8% |
| 7D | -2.8% | -8.0% | +5.2% | -1.7% |
| 30D | -3.2% | -6.6% | +3.4% | -2.5% |
| 3M | -6.6% | -2.7% | -3.9% | -6.6% |
| 6M | +8.5% | -12.8% | +21.2% | +9.5% |
| YTD | +6.5% | -10.5% | +16.9% | +6.7% |
| 1Y | +39.4% | -35.3% | +74.8% | +44.9% |
| 3Y | +146.2% | -47.7% | +193.9% | +156.3% |
| 5Y | +138.3% | -68.9% | +207.2% | +159.3% |
| All | +740.7% | -57.7% | +798.3% | +680.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling