+2.5%
TECH vs NWSA
+43.6%
-41.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | -0.1% | -3.4% | +3.3% | +1.4% |
| 30D | +0.3% | +3.9% | -3.6% | -1.5% |
| 3M | +32.9% | +8.9% | +24.1% | +27.3% |
| 6M | +32.1% | +21.2% | +10.9% | +19.1% |
| YTD | +23.4% | +13.8% | +9.5% | +14.6% |
| 1Y | +34.1% | +1.4% | +32.6% | +32.6% |
| All | +2.5% | +43.6% | -41.2% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 3y: compounded portfolio wealth divided by compounded NWSA 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…
3y analysis · Full analysis span regression · 6 months rolling