+126.0%
GOOGL vs NWSA
+32.6%
+93.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.6% | -1.8% |
| 7D | +3.9% | +2.2% | +1.7% | +3.1% |
| 30D | -14.9% | -8.8% | -6.2% | -12.8% |
| 3M | -14.6% | -6.5% | -8.1% | -13.2% |
| 6M | -26.4% | +1.5% | -28.0% | -27.6% |
| YTD | -5.3% | +4.0% | -9.4% | -7.8% |
| 1Y | +6.5% | +3.4% | +3.0% | +3.8% |
| 3Y | +126.0% | +34.8% | +91.2% | +95.5% |
| All | +126.0% | +32.6% | +93.5% | +95.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling