+183.7%
TECH vs WSM
+1,071.8%
-888.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | -0.2% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | 0.0% | -7.7% | +7.7% | +2.0% |
| 3M | +33.7% | +3.8% | +29.9% | +32.2% |
| 6M | +34.9% | +22.7% | +12.2% | +27.8% |
| YTD | +23.2% | +28.0% | -4.8% | +15.5% |
| 1Y | +36.3% | +12.7% | +23.6% | +31.6% |
| 3Y | +2.3% | +231.3% | -229.0% | -24.7% |
| 5Y | -42.9% | +177.2% | -220.1% | -57.7% |
| All | +183.7% | +1,071.8% | -888.1% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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