+745.8%
GOOGL vs WM
+305.9%
+439.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -2.3% | -0.3% | -2.0% | -2.2% |
| 30D | -6.6% | -2.4% | -4.2% | -5.8% |
| 3M | -8.9% | +0.4% | -9.4% | -9.5% |
| 6M | +11.9% | -9.5% | +21.4% | +15.3% |
| YTD | +8.3% | +0.5% | +7.8% | +6.9% |
| 1Y | +46.2% | -1.1% | +47.3% | +44.7% |
| 3Y | +151.9% | +46.0% | +105.8% | +102.2% |
| 5Y | +137.7% | +51.8% | +85.9% | +84.0% |
| All | +745.8% | +305.9% | +439.9% | +309.0% |
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