+136.8%
GOOGL vs SW
-2.3%
+139.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.3% |
| 7D | -2.3% | -5.1% | +2.8% | -1.7% |
| 30D | -6.6% | -4.6% | -2.0% | -6.1% |
| 3M | -8.9% | +9.4% | -18.3% | -10.2% |
| 6M | +11.9% | +3.5% | +8.4% | +10.8% |
| YTD | +8.3% | +22.0% | -13.7% | +4.8% |
| 1Y | +46.2% | +2.2% | +44.0% | +44.2% |
| 3Y | +151.9% | +19.6% | +132.3% | +140.5% |
| All | +136.8% | -2.3% | +139.2% | +124.7% |
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