+288.2%
WAB vs TECH
+189.8%
+98.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | 0.0% |
| 7D | -0.2% | -0.5% | +0.3% | -0.1% |
| 30D | -5.9% | 0.0% | -5.9% | -5.9% |
| 3M | +9.4% | +37.4% | -28.1% | 0.0% |
| 6M | +13.8% | +36.9% | -23.0% | +2.5% |
| YTD | +31.8% | +23.1% | +8.7% | +21.8% |
| 1Y | +48.5% | +42.2% | +6.3% | +30.8% |
| 3Y | +167.0% | +1.9% | +165.0% | +148.5% |
| 5Y | +222.3% | -42.9% | +265.2% | +253.6% |
| All | +288.2% | +189.8% | +98.4% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TECH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling