+29.3%
TECH vs WST
+23.3%
+6.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.1% | +1.1% | -1.0% | -0.2% |
| 30D | +0.3% | +12.4% | -12.1% | -3.0% |
| 3M | +1.0% | +17.6% | -16.6% | -3.7% |
| 6M | +54.0% | +28.3% | +25.7% | +43.2% |
| YTD | +24.3% | +50.5% | -26.2% | +9.7% |
| 1Y | +23.7% | +49.4% | -25.7% | +9.4% |
| All | +29.3% | +23.3% | +6.1% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling