+4,507.7%
GOOGL vs WBD
+291.3%
+4,216.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.1% |
| 7D | +1.1% | -0.7% | +1.8% | +1.2% |
| 30D | -4.4% | +5.0% | -9.4% | -5.5% |
| 3M | -6.8% | +6.2% | -13.0% | -8.2% |
| 6M | +13.6% | +0.6% | +13.0% | +13.3% |
| YTD | +8.3% | -2.4% | +10.7% | +8.7% |
| 1Y | +44.9% | +127.7% | -82.7% | +17.8% |
| 3Y | +150.5% | +148.4% | +2.1% | +87.3% |
| 5Y | +137.7% | +4.2% | +133.5% | +107.3% |
| 10Y | +750.9% | +10.8% | +740.1% | +531.3% |
| All | +4,507.7% | +291.3% | +4,216.5% | +1,745.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling