+120.7%
GOOGL vs WM
+47.1%
+73.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +0.6% |
| 7D | +1.8% | +1.2% | +0.6% | +1.9% |
| 30D | -18.8% | +13.1% | -31.8% | -18.2% |
| 3M | -20.3% | +3.6% | -24.0% | -20.1% |
| 6M | -28.4% | +8.1% | -36.4% | -28.0% |
| YTD | -8.8% | +8.9% | -17.7% | -8.5% |
| 1Y | +0.3% | +20.3% | -20.1% | +0.3% |
| 3Y | +120.7% | +46.2% | +74.6% | +128.0% |
| All | +120.7% | +47.1% | +73.6% | +128.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling