+188.9%
TECH vs WU
-40.9%
+229.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | -0.1% | -4.9% | +4.9% | +1.7% |
| 30D | +0.3% | -1.3% | +1.6% | +0.6% |
| 3M | +32.9% | -3.6% | +36.5% | +32.3% |
| 6M | +32.1% | -24.3% | +56.4% | +44.0% |
| YTD | +23.4% | -21.1% | +44.5% | +32.4% |
| 1Y | +34.1% | -10.3% | +44.4% | +36.1% |
| 3Y | +2.2% | -28.4% | +30.5% | +11.6% |
| 5Y | -41.8% | -51.2% | +9.4% | -29.5% |
| 10Y | +188.9% | -39.6% | +228.6% | +204.7% |
| All | +188.9% | -40.9% | +229.8% | +204.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling