+755.6%
GOOGL vs WSM
+1,071.8%
-316.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.5% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | -1.4% | -7.7% | +6.3% | +0.3% |
| 3M | -5.3% | +3.8% | -9.1% | -6.2% |
| 6M | +9.8% | +22.7% | -12.9% | +4.6% |
| YTD | +8.4% | +28.0% | -19.6% | +2.0% |
| 1Y | +41.2% | +12.7% | +28.5% | +36.3% |
| 3Y | +149.6% | +231.3% | -81.7% | +80.9% |
| 5Y | +142.6% | +177.2% | -34.6% | +76.8% |
| All | +755.6% | +1,071.8% | -316.2% | +352.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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