+371.9%
TECH vs NWSA
+127.4%
+244.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.5% |
| 7D | +0.1% | -1.9% | +2.0% | +0.7% |
| 30D | +0.7% | +4.6% | -3.9% | -0.8% |
| 3M | +36.3% | +13.2% | +23.1% | +30.5% |
| 6M | +25.6% | +27.0% | -1.4% | +15.4% |
| YTD | +23.7% | +16.8% | +6.9% | +16.5% |
| 1Y | +37.6% | +4.5% | +33.1% | +34.0% |
| 3Y | -6.6% | +46.2% | -52.8% | -18.0% |
| 5Y | -42.2% | +40.9% | -83.2% | -49.8% |
| 10Y | +187.6% | +145.1% | +42.4% | +109.4% |
| All | +371.9% | +127.4% | +244.5% | +249.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling