+101,626.4%
TECH vs WY
+600.5%
+101,025.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +0.2% | -5.4% | +5.7% | +1.6% |
| 30D | +0.5% | +7.9% | -7.4% | -1.6% |
| 3M | +1.0% | -16.6% | +17.6% | +5.3% |
| 6M | +54.1% | -11.2% | +65.3% | +58.0% |
| YTD | +24.4% | -11.3% | +35.7% | +27.2% |
| 1Y | +19.3% | -5.5% | +24.8% | +20.0% |
| 3Y | +28.5% | -25.4% | +53.9% | +38.0% |
| 5Y | -41.0% | -32.4% | -8.6% | -35.0% |
| 10Y | +189.3% | +3.8% | +185.6% | +176.5% |
| All | +101,626.4% | +600.5% | +101,025.9% | +67,115.2% |
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