-41.2%
TECH vs BBWI
-67.9%
+26.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.4% | +0.9% |
| 7D | +0.2% | -6.2% | +6.4% | +1.6% |
| 30D | +0.3% | +19.9% | -19.6% | -4.3% |
| 3M | +1.3% | +7.1% | -5.8% | -1.4% |
| 6M | +54.0% | +13.7% | +40.3% | +46.4% |
| YTD | +24.3% | +9.6% | +14.7% | +17.8% |
| 1Y | +25.8% | -1.6% | +27.4% | +20.8% |
| 3Y | +26.0% | -25.9% | +51.8% | +24.8% |
| All | -41.2% | -67.9% | +26.7% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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