+188.9%
TECH vs WWD
+479.8%
-290.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -0.1% | +0.6% | -0.7% | -0.3% |
| 30D | +0.3% | -5.1% | +5.4% | +1.7% |
| 3M | +32.9% | -11.2% | +44.2% | +36.9% |
| 6M | +32.1% | -12.0% | +44.1% | +35.5% |
| YTD | +23.4% | +12.0% | +11.4% | +17.4% |
| 1Y | +34.1% | +42.8% | -8.7% | +18.2% |
| 3Y | +2.2% | +168.9% | -166.8% | -26.0% |
| 5Y | -41.8% | +192.2% | -234.0% | -59.7% |
| 10Y | +188.9% | +495.3% | -306.4% | +53.8% |
| All | +188.9% | +479.8% | -290.9% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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