+1,076.4%
GOOGL vs W
+176.2%
+900.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.5% |
| 7D | -2.3% | -4.2% | +1.9% | -1.7% |
| 30D | -6.6% | -7.6% | +1.0% | -5.6% |
| 3M | -8.9% | +37.2% | -46.1% | -13.7% |
| 6M | +11.9% | +26.3% | -14.5% | +6.5% |
| YTD | +8.3% | -1.0% | +9.3% | +6.0% |
| 1Y | +46.2% | +20.1% | +26.1% | +38.1% |
| 3Y | +151.9% | +37.8% | +114.1% | +119.2% |
| 5Y | +137.7% | -63.7% | +201.4% | +119.8% |
| 10Y | +757.6% | +156.3% | +601.2% | +477.1% |
| All | +1,076.4% | +176.2% | +900.2% | +661.3% |
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