+206.4%
TECH vs WST
+441.1%
-234.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.6% |
| 7D | +0.2% | -3.1% | +3.3% | +1.4% |
| 30D | +0.3% | +9.1% | -8.7% | -3.4% |
| 3M | +1.3% | +14.7% | -13.4% | -4.6% |
| 6M | +54.0% | +28.0% | +26.0% | +38.4% |
| YTD | +24.3% | +45.6% | -21.4% | +4.3% |
| 1Y | +25.8% | +45.7% | -19.9% | +5.5% |
| 3Y | +26.0% | +21.1% | +4.9% | +2.8% |
| 5Y | -40.1% | +0.3% | -40.4% | -47.3% |
| All | +206.4% | +441.1% | -234.7% | +35.3% |
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