+13,503.3%
GOOGL vs WSM
+2,118.9%
+11,384.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +1.1% | +2.6% | -1.5% | +0.5% |
| 30D | -4.4% | -9.5% | +5.1% | -2.3% |
| 3M | -6.8% | +12.9% | -19.7% | -9.5% |
| 6M | +13.6% | +23.0% | -9.5% | +8.0% |
| YTD | +8.3% | +28.9% | -20.6% | +1.6% |
| 1Y | +44.9% | +13.7% | +31.3% | +39.4% |
| 3Y | +150.5% | +232.6% | -82.2% | +80.3% |
| 5Y | +137.7% | +185.9% | -48.1% | +71.9% |
| 10Y | +750.9% | +998.6% | -247.7% | +312.9% |
| All | +13,503.3% | +2,118.9% | +11,384.4% | +4,782.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling