+189.2%
TECH vs WWD
+442.7%
-253.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.0% | +0.6% |
| 7D | +0.2% | +8.2% | -7.9% | -2.0% |
| 30D | +0.5% | -0.2% | +0.7% | +0.2% |
| 3M | +1.0% | -8.4% | +9.4% | +2.9% |
| 6M | +54.1% | -9.5% | +63.6% | +56.9% |
| YTD | +24.4% | +10.1% | +14.3% | +18.5% |
| 1Y | +19.3% | +21.6% | -2.3% | +10.1% |
| 3Y | +28.5% | +149.6% | -121.1% | -5.0% |
| 5Y | -41.0% | +191.3% | -232.3% | -59.0% |
| All | +189.2% | +442.7% | -253.5% | +73.0% |
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