-42.4%
TECH vs WWD
+198.3%
-240.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | +0.1% | +1.3% | -1.2% | -0.4% |
| 30D | +0.7% | -7.2% | +7.9% | +3.2% |
| 3M | +36.3% | -3.8% | +40.2% | +37.2% |
| 6M | +25.6% | -9.9% | +35.5% | +28.3% |
| YTD | +23.7% | +14.8% | +8.9% | +14.4% |
| 1Y | +37.6% | +42.1% | -4.4% | +16.3% |
| 3Y | -6.6% | +170.8% | -177.4% | -40.7% |
| All | -42.4% | +198.3% | -240.6% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling