+995.9%
TECH vs WTW
+1,174.9%
-179.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.7% |
| 7D | +0.1% | -2.6% | +2.7% | +1.0% |
| 30D | +0.7% | -1.0% | +1.7% | +0.9% |
| 3M | +36.3% | +29.9% | +6.4% | +24.5% |
| 6M | +25.6% | +10.7% | +14.9% | +20.3% |
| YTD | +23.7% | +2.6% | +21.1% | +21.0% |
| 1Y | +37.6% | +2.8% | +34.9% | +34.3% |
| 3Y | -6.6% | +67.3% | -73.9% | -23.3% |
| 5Y | -42.2% | +56.6% | -98.9% | -51.4% |
| 10Y | +187.6% | +204.1% | -16.5% | +94.3% |
| All | +995.9% | +1,174.9% | -179.0% | +385.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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