+150.5%
GOOGL vs WAB
+168.6%
-18.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +1.1% | +1.7% | -0.6% | +0.5% |
| 30D | -4.4% | -2.4% | -2.0% | -3.7% |
| 3M | -6.8% | +9.7% | -16.5% | -10.5% |
| 6M | +13.6% | +16.5% | -2.9% | +6.3% |
| YTD | +8.3% | +33.7% | -25.4% | -4.3% |
| 1Y | +44.9% | +49.7% | -4.7% | +22.2% |
| 3Y | +150.5% | +170.9% | -20.5% | +102.4% |
| All | +150.5% | +168.6% | -18.1% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 3y: compounded portfolio wealth divided by compounded WAB 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…
3y analysis · Full analysis span regression · 6 months rolling