+152.6%
WAT vs TECH
+178.6%
-26.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | -1.0% | +0.1% | -1.1% | -1.0% |
| 3M | +10.9% | +37.5% | -26.6% | -6.9% |
| 6M | +33.2% | +34.6% | -1.4% | +11.0% |
| YTD | +6.1% | +23.5% | -17.4% | -7.9% |
| 1Y | +30.2% | +34.4% | -4.2% | +7.6% |
| 3Y | +52.9% | +2.3% | +50.6% | +41.3% |
| 5Y | -5.1% | -41.7% | +36.6% | +12.1% |
| 10Y | +152.6% | +177.6% | -25.0% | +31.0% |
| All | +152.6% | +178.6% | -26.0% | +31.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling