+221.8%
GWW vs TECH
-41.4%
+263.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +3.7% | +0.2% | +3.5% | +3.7% |
| 30D | +13.6% | +0.5% | +13.1% | +13.5% |
| 3M | +15.4% | +1.0% | +14.4% | +15.2% |
| 6M | +21.8% | +54.1% | -32.3% | +12.8% |
| YTD | +50.0% | +24.4% | +25.7% | +42.9% |
| 1Y | +60.2% | +19.3% | +40.9% | +53.6% |
| 3Y | +94.4% | +28.5% | +65.8% | +77.3% |
| 5Y | +221.8% | -41.0% | +262.8% | +235.0% |
| All | +221.8% | -41.4% | +263.2% | +235.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling