+138.3%
GOOGL vs NWSA
+39.0%
+99.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | -2.8% | -4.8% | +1.9% | -0.8% |
| 30D | -3.2% | +3.0% | -6.2% | -4.4% |
| 3M | -6.6% | +9.3% | -15.9% | -10.5% |
| 6M | +8.5% | +23.2% | -14.7% | -1.5% |
| YTD | +6.5% | +13.3% | -6.9% | 0.0% |
| 1Y | +39.4% | +2.9% | +36.5% | +36.2% |
| 3Y | +146.2% | +43.3% | +102.9% | +101.8% |
| 5Y | +138.3% | +40.9% | +97.5% | +82.2% |
| All | +138.3% | +39.0% | +99.3% | +82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling