+138.3%
GOOGL vs WBD
+5.3%
+133.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | -2.8% | -0.6% | -2.2% | -2.7% |
| 30D | -3.2% | +4.2% | -7.4% | -3.8% |
| 3M | -6.6% | +7.5% | -14.1% | -7.7% |
| 6M | +8.5% | +1.6% | +6.9% | +8.1% |
| YTD | +6.5% | -2.2% | +8.6% | +6.7% |
| 1Y | +39.4% | +124.9% | -85.5% | +21.2% |
| 3Y | +146.2% | +149.1% | -2.9% | +101.1% |
| 5Y | +138.3% | +7.8% | +130.5% | +118.6% |
| All | +138.3% | +5.3% | +133.0% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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