+101,375.0%
TECH vs WST
+14,250.0%
+87,125.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +1.2% |
| 7D | -0.1% | -5.8% | +5.7% | +1.9% |
| 30D | +0.3% | +5.3% | -5.0% | -1.5% |
| 3M | +1.0% | +11.8% | -10.8% | -2.9% |
| 6M | +28.6% | +26.7% | +1.9% | +18.5% |
| YTD | +24.1% | +43.0% | -18.9% | +8.7% |
| 1Y | +21.9% | +38.9% | -16.9% | +7.9% |
| 3Y | +25.7% | +18.2% | +7.5% | +9.4% |
| 5Y | -40.2% | -1.5% | -38.7% | -45.2% |
| 10Y | +210.1% | +439.0% | -228.9% | +70.2% |
| All | +101,375.0% | +14,250.0% | +87,125.0% | +22,753.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling