+755.6%
GOOGL vs NWSA
+149.4%
+606.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | 0.0% | -2.8% | +2.8% | +1.1% |
| 30D | -1.4% | +3.0% | -4.4% | -2.6% |
| 3M | -5.3% | +12.3% | -17.6% | -9.8% |
| 6M | +9.8% | +21.9% | -12.1% | +1.1% |
| YTD | +8.4% | +13.6% | -5.2% | +2.3% |
| 1Y | +41.2% | +0.5% | +40.7% | +39.3% |
| 3Y | +149.6% | +43.8% | +105.8% | +111.1% |
| 5Y | +142.6% | +41.2% | +101.4% | +101.5% |
| All | +755.6% | +149.4% | +606.2% | +450.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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