+611.3%
GOOGL vs SW
+185.4%
+426.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.1% |
| 7D | -0.4% | +4.7% | -5.1% | -0.9% |
| 30D | -18.7% | +5.0% | -23.7% | -19.2% |
| 3M | -22.0% | -7.3% | -14.7% | -21.5% |
| 6M | -27.2% | +15.0% | -42.1% | -28.5% |
| YTD | -9.5% | +18.5% | -28.1% | -11.9% |
| 1Y | -0.4% | +27.1% | -27.5% | -3.7% |
| 3Y | +121.0% | +49.3% | +71.6% | +108.2% |
| 5Y | +91.6% | -1.6% | +93.3% | +83.3% |
| All | +611.3% | +185.4% | +426.0% | +513.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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