+101,626.4%
TECH vs WSM
+38,390.8%
+63,235.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.5% | +0.7% |
| 7D | +0.2% | -3.2% | +3.4% | +0.7% |
| 30D | +0.5% | +4.6% | -4.2% | -0.3% |
| 3M | +1.0% | +2.4% | -1.5% | +0.4% |
| 6M | +54.1% | +43.7% | +10.4% | +45.8% |
| YTD | +24.4% | +42.1% | -17.7% | +17.9% |
| 1Y | +19.3% | +32.3% | -12.9% | +14.2% |
| 3Y | +28.5% | +253.0% | -224.5% | +6.2% |
| 5Y | -41.0% | +161.3% | -202.2% | -50.1% |
| 10Y | +189.3% | +1,105.9% | -916.5% | +93.5% |
| All | +101,626.4% | +38,390.8% | +63,235.6% | +47,876.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling