+196.7%
TECH vs WST
+466.7%
-270.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.3% | -1.3% |
| 7D | +0.2% | +1.3% | -1.1% | -0.4% |
| 30D | +0.5% | +12.9% | -12.4% | -4.6% |
| 3M | +0.9% | +16.7% | -15.8% | -5.8% |
| 6M | +51.0% | +26.8% | +24.2% | +36.2% |
| YTD | +24.4% | +50.5% | -26.1% | +2.9% |
| 1Y | +27.6% | +52.9% | -25.3% | +4.8% |
| 3Y | +29.9% | +23.9% | +6.0% | +5.2% |
| 5Y | -40.6% | +1.0% | -41.7% | -47.9% |
| 10Y | +196.7% | +451.4% | -254.7% | +28.0% |
| All | +196.7% | +466.7% | -270.0% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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