+9,172.5%
TECH vs BWA
+3,492.4%
+5,680.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.7% |
| 7D | +0.1% | +5.7% | -5.6% | -1.3% |
| 30D | +0.7% | +1.4% | -0.7% | +0.2% |
| 3M | +36.3% | -12.1% | +48.4% | +40.1% |
| 6M | +25.6% | +28.6% | -3.0% | +16.7% |
| YTD | +23.7% | +51.1% | -27.4% | +9.3% |
| 1Y | +37.6% | +55.9% | -18.2% | +20.6% |
| 3Y | -6.6% | +70.1% | -76.7% | -20.8% |
| 5Y | -42.2% | +90.7% | -132.9% | -53.0% |
| 10Y | +187.6% | +154.0% | +33.6% | +107.3% |
| All | +9,172.5% | +3,492.4% | +5,680.1% | +3,305.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 all: compounded portfolio wealth divided by compounded BWA 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…
all analysis · Full analysis span regression · 6 months rolling