+920.0%
GOOGL vs W
+217.9%
+702.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.9% |
| 7D | +1.6% | -7.4% | +9.0% | +2.6% |
| 30D | -16.8% | +7.8% | -24.6% | -17.9% |
| 3M | -14.6% | +10.9% | -25.5% | -16.1% |
| 6M | -24.4% | +86.4% | -110.8% | -31.6% |
| YTD | -6.1% | +14.0% | -20.0% | -10.1% |
| 1Y | +1.0% | +3.5% | -2.5% | -2.3% |
| 3Y | +123.4% | +164.8% | -41.3% | +78.0% |
| 5Y | +103.2% | -53.1% | +156.3% | +81.6% |
| 10Y | +667.7% | +220.4% | +447.3% | +403.1% |
| All | +920.0% | +217.9% | +702.1% | +545.6% |
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