+101,570.6%
TECH vs WST
+14,995.2%
+86,575.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +0.1% | +1.0% | -0.9% | -0.3% |
| 30D | +0.3% | +12.3% | -12.0% | -3.6% |
| 3M | +1.0% | +17.5% | -16.5% | -4.5% |
| 6M | +54.0% | +28.2% | +25.8% | +41.4% |
| YTD | +24.3% | +50.4% | -26.1% | +7.1% |
| 1Y | +23.7% | +49.3% | -25.6% | +6.9% |
| 3Y | +28.5% | +21.8% | +6.6% | +10.8% |
| 5Y | -41.2% | +0.3% | -41.5% | -46.5% |
| 10Y | +189.2% | +451.2% | -262.0% | +57.3% |
| All | +101,570.6% | +14,995.2% | +86,575.4% | +22,409.8% |
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