+2,297.6%
GOOGL vs SW
+755.0%
+1,542.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.2% |
| 7D | -2.3% | -5.1% | +2.8% | -2.0% |
| 30D | -6.6% | -4.6% | -2.0% | -6.3% |
| 3M | -8.9% | +9.4% | -18.3% | -9.6% |
| 6M | +11.9% | +3.5% | +8.4% | +11.3% |
| YTD | +8.3% | +22.0% | -13.7% | +6.6% |
| 1Y | +46.2% | +2.2% | +44.0% | +45.2% |
| 3Y | +151.9% | +19.6% | +132.3% | +146.2% |
| 5Y | +137.7% | -2.3% | +140.0% | +131.6% |
| 10Y | +757.6% | +181.4% | +576.2% | +696.0% |
| All | +2,297.6% | +755.0% | +1,542.6% | +1,950.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling