-42.4%
TECH vs WST
-25.7%
-16.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | +0.1% | +0.7% | -0.6% | -0.2% |
| 30D | +0.7% | -3.1% | +3.9% | +1.9% |
| 3M | +36.3% | +7.2% | +29.1% | +32.4% |
| 6M | +25.6% | +36.8% | -11.2% | +9.4% |
| YTD | +23.7% | +23.8% | -0.2% | +12.1% |
| 1Y | +37.6% | +37.8% | -0.1% | +19.3% |
| 3Y | -6.6% | -15.9% | +9.3% | -7.9% |
| All | -42.4% | -25.7% | -16.7% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling