+132.5%
GOOGL vs WAB
+224.0%
-91.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.7% |
| 7D | -1.9% | +0.2% | -2.1% | -1.9% |
| 30D | -7.5% | -4.6% | -2.9% | -5.7% |
| 3M | -9.2% | +5.6% | -14.8% | -12.1% |
| 6M | +8.1% | +13.8% | -5.7% | +0.7% |
| YTD | +5.8% | +31.9% | -26.0% | -8.2% |
| 1Y | +38.3% | +48.3% | -9.9% | +13.2% |
| 3Y | +144.8% | +167.1% | -22.4% | +47.0% |
| 5Y | +132.5% | +222.9% | -90.3% | +23.3% |
| All | +132.5% | +224.0% | -91.4% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling