-42.4%
TECH vs BBWI
-66.0%
+23.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.9% | -0.7% |
| 7D | +0.1% | +1.5% | -1.4% | -0.3% |
| 30D | +0.7% | -5.2% | +5.9% | +1.6% |
| 3M | +36.3% | +11.1% | +25.2% | +31.6% |
| 6M | +25.6% | -13.4% | +38.9% | +27.7% |
| YTD | +23.7% | +0.1% | +23.6% | +20.6% |
| 1Y | +37.6% | -36.1% | +73.8% | +49.3% |
| 3Y | -6.6% | -44.1% | +37.5% | +0.1% |
| All | -42.4% | -66.0% | +23.7% | -26.9% |
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