+938.2%
GOOGL vs W
+209.7%
+728.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.4% | +2.1% |
| 7D | +5.7% | -1.7% | +7.4% | +5.9% |
| 30D | -15.6% | +3.2% | -18.8% | -16.2% |
| 3M | -13.0% | +8.3% | -21.3% | -14.3% |
| 6M | -22.8% | +84.3% | -107.1% | -30.1% |
| YTD | -4.4% | +11.0% | -15.4% | -8.2% |
| 1Y | +4.5% | -0.2% | +4.7% | +1.6% |
| 3Y | +127.4% | +157.9% | -30.5% | +81.8% |
| 5Y | +102.8% | -56.8% | +159.6% | +83.1% |
| 10Y | +681.5% | +212.2% | +469.3% | +413.8% |
| All | +938.2% | +209.7% | +728.6% | +559.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling