+692.8%
GOOGL vs BBWI
-47.4%
+740.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.2% |
| 7D | +3.9% | +0.1% | +3.7% | +3.8% |
| 30D | -14.9% | +12.9% | -27.8% | -16.6% |
| 3M | -14.6% | +16.0% | -30.5% | -16.9% |
| 6M | -26.4% | +16.6% | -43.1% | -28.8% |
| YTD | -5.3% | +9.7% | -15.1% | -8.2% |
| 1Y | +6.5% | +1.5% | +5.0% | +3.5% |
| 3Y | +126.0% | -21.4% | +147.4% | +121.4% |
| 5Y | +100.8% | -67.6% | +168.4% | +115.7% |
| All | +692.8% | -47.4% | +740.3% | +596.4% |
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