+2.3%
TECH vs WSM
+239.4%
-237.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +0.2% | +2.6% | -2.4% | -0.7% |
| 30D | +0.1% | -9.5% | +9.7% | +3.5% |
| 3M | +37.5% | +12.9% | +24.6% | +31.8% |
| 6M | +34.6% | +23.0% | +11.5% | +25.1% |
| YTD | +23.5% | +28.9% | -5.4% | +13.4% |
| 1Y | +34.4% | +13.7% | +20.7% | +27.9% |
| 3Y | +2.3% | +232.6% | -230.3% | -25.1% |
| All | +2.3% | +239.4% | -237.1% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling