+374.3%
TECH vs NWSA
+101.5%
+272.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.3% |
| 7D | +0.1% | -12.2% | +12.3% | +3.8% |
| 30D | +0.3% | -8.7% | +9.0% | +2.7% |
| 3M | +1.0% | -6.0% | +7.0% | +2.3% |
| 6M | +54.0% | -0.3% | +54.3% | +52.3% |
| YTD | +24.3% | +3.5% | +20.8% | +20.9% |
| 1Y | +23.7% | +0.8% | +23.0% | +21.3% |
| 3Y | +28.5% | +31.1% | -2.7% | +16.0% |
| 5Y | -41.2% | +18.8% | -60.0% | -46.6% |
| 10Y | +189.2% | +147.9% | +41.3% | +112.3% |
| All | +374.3% | +101.5% | +272.8% | +262.8% |
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 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