+188.9%
TECH vs WCC
+506.2%
-317.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.2% |
| 7D | -0.1% | +6.8% | -6.9% | -1.8% |
| 30D | +0.3% | -3.0% | +3.3% | +0.9% |
| 3M | +32.9% | +0.2% | +32.7% | +31.9% |
| 6M | +32.1% | +33.2% | -1.1% | +20.5% |
| YTD | +23.4% | +45.8% | -22.4% | +9.8% |
| 1Y | +34.1% | +68.4% | -34.3% | +14.5% |
| 3Y | +2.2% | +131.1% | -128.9% | -21.9% |
| 5Y | -41.8% | +225.6% | -267.4% | -60.1% |
| 10Y | +188.9% | +534.2% | -345.3% | +64.6% |
| All | +188.9% | +506.2% | -317.3% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling