+101,598.5%
TECH vs WY
+606.3%
+100,992.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.6% |
| 7D | +0.2% | +0.2% | 0.0% | +0.1% |
| 30D | +0.5% | +8.0% | -7.5% | -1.7% |
| 3M | +1.1% | -17.7% | +18.8% | +5.8% |
| 6M | +51.0% | -10.8% | +61.8% | +54.7% |
| YTD | +24.4% | -10.6% | +35.0% | +26.9% |
| 1Y | +27.4% | -5.7% | +33.2% | +28.2% |
| 3Y | +28.5% | -24.8% | +53.3% | +37.7% |
| 5Y | -40.9% | -31.7% | -9.1% | -35.0% |
| 10Y | +192.5% | +2.9% | +189.6% | +179.8% |
| All | +101,598.5% | +606.3% | +100,992.2% | +66,957.3% |
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