+13,507.3%
GOOGL vs BBWI
+244.6%
+13,262.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -4.0% | -1.7% |
| 7D | -2.3% | +1.5% | -3.8% | -2.6% |
| 30D | -6.6% | -5.2% | -1.4% | -5.9% |
| 3M | -8.9% | +11.1% | -20.1% | -11.5% |
| 6M | +11.9% | -13.4% | +25.2% | +13.4% |
| YTD | +8.3% | +0.1% | +8.2% | +6.1% |
| 1Y | +46.2% | -36.1% | +82.3% | +54.6% |
| 3Y | +151.9% | -44.1% | +196.0% | +162.4% |
| 5Y | +137.7% | -66.2% | +203.9% | +165.6% |
| 10Y | +757.6% | -54.8% | +812.3% | +693.2% |
| All | +13,507.3% | +244.6% | +13,262.7% | +5,376.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling