+92.9%
GOOGL vs SW
-2.6%
+95.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | +1.8% | +2.3% | -0.6% | +1.5% |
| 30D | -18.8% | +6.8% | -25.5% | -19.4% |
| 3M | -20.3% | -5.2% | -15.2% | -20.0% |
| 6M | -28.4% | +7.4% | -35.8% | -29.3% |
| YTD | -8.8% | +17.4% | -26.2% | -11.5% |
| 1Y | +0.3% | +27.1% | -26.8% | -3.6% |
| 3Y | +120.7% | +47.9% | +72.9% | +106.8% |
| All | +92.9% | -2.6% | +95.5% | +81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling