+651.8%
GOOGL vs WM
+327.3%
+324.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +2.6% | +1.2% | +1.5% | +2.2% |
| 30D | -18.3% | +13.7% | -32.0% | -22.2% |
| 3M | -19.6% | +5.2% | -24.8% | -21.3% |
| 6M | -28.2% | +11.2% | -39.4% | -31.5% |
| YTD | -8.0% | +9.4% | -17.4% | -12.3% |
| 1Y | -0.7% | +20.4% | -21.1% | -9.1% |
| 3Y | +118.8% | +44.7% | +74.1% | +78.5% |
| 5Y | +98.9% | +58.5% | +40.4% | +52.3% |
| All | +651.8% | +327.3% | +324.6% | +248.8% |
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