+557.4%
GWW vs TECH
+189.8%
+367.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.5% |
| 7D | -3.1% | -0.5% | -2.6% | -3.0% |
| 30D | -2.3% | 0.0% | -2.4% | -2.3% |
| 3M | -3.3% | +37.4% | -40.8% | -10.0% |
| 6M | +15.4% | +36.9% | -21.5% | +6.2% |
| YTD | +26.7% | +23.1% | +3.7% | +19.3% |
| 1Y | +29.0% | +42.2% | -13.3% | +16.9% |
| 3Y | +89.0% | +1.9% | +87.0% | +78.7% |
| 5Y | +221.8% | -42.9% | +264.7% | +247.5% |
| All | +557.4% | +189.8% | +367.6% | +295.4% |
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