-41.8%
TECH vs WSM
+182.5%
-224.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | -0.1% | +2.6% | -2.7% | -0.9% |
| 30D | +0.3% | -9.3% | +9.6% | +3.5% |
| 3M | +32.9% | +7.1% | +25.8% | +29.7% |
| 6M | +32.1% | +21.7% | +10.3% | +23.1% |
| YTD | +23.4% | +28.7% | -5.4% | +13.1% |
| 1Y | +34.1% | +13.9% | +20.2% | +27.4% |
| 3Y | +2.2% | +232.2% | -230.0% | -33.8% |
| 5Y | -41.8% | +176.4% | -218.2% | -62.2% |
| All | -41.8% | +182.5% | -224.3% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling