+101,053.9%
TECH vs WST
+12,330.1%
+88,723.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | +0.7% | -3.1% | +3.9% | +1.7% |
| 3M | +36.3% | +7.2% | +29.1% | +33.1% |
| 6M | +25.6% | +36.8% | -11.2% | +12.0% |
| YTD | +23.7% | +23.8% | -0.2% | +13.9% |
| 1Y | +37.6% | +37.8% | -0.1% | +22.3% |
| 3Y | -6.6% | -15.9% | +9.3% | -8.7% |
| 5Y | -42.2% | -25.8% | -16.4% | -42.0% |
| 10Y | +187.6% | +319.6% | -132.0% | +70.7% |
| All | +101,053.9% | +12,330.1% | +88,723.8% | +23,842.6% |
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