+101.1%
GOOGL vs BBWI
-67.6%
+168.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.9% |
| 3M | -14.6% | +16.0% | -30.5% | -17.3% |
| 6M | -26.4% | +16.6% | -43.1% | -29.3% |
| YTD | -5.3% | +9.7% | -15.1% | -8.9% |
| 1Y | +6.5% | +1.5% | +5.0% | +2.9% |
| 3Y | +126.0% | -21.4% | +147.4% | +116.9% |
| All | +101.1% | -67.6% | +168.8% | +149.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling