+374.5%
TECH vs NWSA
+97.3%
+277.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.1% | +0.7% |
| 7D | +0.2% | -0.8% | +1.0% | +0.5% |
| 30D | +0.5% | -11.3% | +11.8% | +3.8% |
| 3M | +1.0% | -8.1% | +9.0% | +2.9% |
| 6M | +54.1% | -0.7% | +54.7% | +52.5% |
| YTD | +24.4% | +1.3% | +23.1% | +21.8% |
| 1Y | +19.3% | -1.3% | +20.6% | +17.8% |
| 3Y | +28.5% | +28.4% | +0.1% | +16.8% |
| 5Y | -41.0% | +15.3% | -56.2% | -45.9% |
| 10Y | +189.3% | +142.7% | +46.6% | +113.8% |
| All | +374.5% | +97.3% | +277.3% | +265.3% |
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