+616.9%
GOOGL vs WM
+339.4%
+277.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.5% |
| 7D | +1.8% | +1.2% | +0.6% | +1.3% |
| 30D | -18.8% | +13.1% | -31.8% | -22.5% |
| 3M | -20.3% | +3.6% | -24.0% | -21.7% |
| 6M | -28.4% | +8.1% | -36.4% | -31.0% |
| YTD | -8.8% | +8.9% | -17.7% | -12.9% |
| 1Y | +0.3% | +20.3% | -20.1% | -8.2% |
| 3Y | +120.7% | +46.2% | +74.6% | +79.2% |
| 5Y | +93.1% | +59.9% | +33.2% | +47.2% |
| All | +616.9% | +339.4% | +277.5% | +247.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling