+669.9%
GWW vs TECH
+187.9%
+482.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | +3.6% | +0.1% | +3.4% | +3.5% |
| 30D | +12.1% | +0.5% | +11.6% | +12.0% |
| 3M | +12.9% | +1.1% | +11.8% | +12.7% |
| 6M | +19.3% | +62.8% | -43.5% | +7.1% |
| YTD | +48.7% | +24.5% | +24.3% | +39.8% |
| 1Y | +60.5% | +20.6% | +39.9% | +51.7% |
| 3Y | +93.3% | +29.5% | +63.8% | +72.3% |
| 5Y | +219.0% | -40.9% | +259.9% | +241.4% |
| All | +669.9% | +187.9% | +482.0% | +401.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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