+1,415.9%
GOOGL vs NWSA
+127.4%
+1,288.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.4% |
| 7D | -2.3% | -1.9% | -0.4% | -1.6% |
| 30D | -6.6% | +4.6% | -11.1% | -8.2% |
| 3M | -8.9% | +13.2% | -22.2% | -13.4% |
| 6M | +11.9% | +27.0% | -15.1% | +1.8% |
| YTD | +8.3% | +16.8% | -8.5% | +1.4% |
| 1Y | +46.2% | +4.5% | +41.7% | +42.2% |
| 3Y | +151.9% | +46.2% | +105.6% | +113.5% |
| 5Y | +137.7% | +40.9% | +96.8% | +99.7% |
| 10Y | +757.6% | +145.1% | +612.4% | +452.7% |
| All | +1,415.9% | +127.4% | +1,288.5% | +907.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling