+101,570.6%
TECH vs WSM
+40,190.9%
+61,379.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +0.1% | -3.0% | +3.1% | +0.5% |
| 30D | +0.3% | +10.1% | -9.7% | -1.2% |
| 3M | +1.0% | +4.9% | -3.9% | +0.1% |
| 6M | +54.0% | +49.8% | +4.2% | +44.9% |
| YTD | +24.3% | +48.7% | -24.4% | +17.1% |
| 1Y | +23.7% | +38.7% | -15.0% | +17.6% |
| 3Y | +28.5% | +269.5% | -241.1% | +5.4% |
| 5Y | -41.2% | +179.0% | -220.2% | -50.8% |
| 10Y | +189.2% | +1,162.3% | -973.1% | +92.1% |
| All | +101,570.6% | +40,190.9% | +61,379.7% | +47,539.8% |
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