+755.6%
GOOGL vs W
+158.6%
+597.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.6% | +1.6% |
| 7D | 0.0% | -0.9% | +0.9% | +0.1% |
| 30D | -1.4% | -4.2% | +2.8% | -0.9% |
| 3M | -5.3% | +26.9% | -32.2% | -9.5% |
| 6M | +9.8% | +31.2% | -21.4% | +3.5% |
| YTD | +8.4% | -1.8% | +10.2% | +6.0% |
| 1Y | +41.2% | +9.3% | +31.9% | +34.6% |
| 3Y | +149.6% | +33.2% | +116.4% | +115.5% |
| 5Y | +142.6% | -62.4% | +205.0% | +122.9% |
| All | +755.6% | +158.6% | +597.0% | +452.4% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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