+143.8%
GOOGL vs WSM
+232.0%
-88.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.1% | -2.3% |
| 7D | -1.9% | +2.6% | -4.5% | -2.3% |
| 30D | -7.5% | -9.3% | +1.8% | -6.0% |
| 3M | -9.2% | +7.1% | -16.3% | -10.3% |
| 6M | +8.1% | +21.7% | -13.7% | +4.3% |
| YTD | +5.8% | +28.7% | -22.9% | +1.1% |
| 1Y | +38.3% | +13.9% | +24.5% | +34.4% |
| All | +143.8% | +232.0% | -88.2% | +89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling