+101,053.8%
TECH vs WY
+688.1%
+100,365.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.2% |
| 7D | +0.1% | -1.7% | +1.8% | +0.6% |
| 30D | +0.7% | -10.1% | +10.8% | +3.4% |
| 3M | +36.3% | -5.1% | +41.5% | +37.9% |
| 6M | +25.6% | -4.8% | +30.4% | +26.7% |
| YTD | +23.7% | -0.2% | +23.9% | +23.2% |
| 1Y | +37.6% | -6.6% | +44.3% | +39.3% |
| 3Y | -6.6% | -22.7% | +16.1% | -0.4% |
| 5Y | -42.2% | -22.2% | -20.0% | -38.4% |
| 10Y | +187.6% | +7.3% | +180.3% | +172.1% |
| All | +101,053.8% | +688.1% | +100,365.7% | +64,981.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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