+584.3%
TECH vs WU
-19.5%
+603.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.3% |
| 7D | +0.2% | +11.0% | -10.8% | -2.8% |
| 30D | +0.5% | +13.4% | -12.9% | -3.2% |
| 3M | +1.1% | +2.2% | -1.1% | 0.0% |
| 6M | +51.0% | -18.2% | +69.2% | +57.4% |
| YTD | +24.4% | -18.3% | +42.6% | +29.7% |
| 1Y | +27.4% | -12.2% | +39.6% | +30.1% |
| 3Y | +28.5% | -20.8% | +49.3% | +34.1% |
| 5Y | -40.9% | -42.6% | +1.7% | -34.0% |
| 10Y | +192.5% | -35.5% | +228.0% | +209.6% |
| All | +584.3% | -19.5% | +603.8% | +537.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling