-41.7%
TECH vs NWSA
+40.6%
-82.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.7% |
| 7D | +0.2% | -2.6% | +2.8% | +1.4% |
| 30D | +0.1% | +4.6% | -4.4% | -1.9% |
| 3M | +37.5% | +10.2% | +27.3% | +30.7% |
| 6M | +34.6% | +21.6% | +13.0% | +21.4% |
| YTD | +23.5% | +14.6% | +8.8% | +14.2% |
| 1Y | +34.4% | +0.4% | +34.0% | +32.2% |
| 3Y | +2.3% | +45.0% | -42.7% | -16.6% |
| 5Y | -41.7% | +41.3% | -83.0% | -54.8% |
| All | -41.7% | +40.6% | -82.4% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling