+992.6%
WDC vs TECH
-41.8%
+1,034.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | +6.0% | +0.2% | +5.8% | +5.9% |
| 30D | +9.9% | +0.1% | +9.8% | +9.9% |
| 3M | -9.4% | +37.5% | -46.9% | -18.4% |
| 6M | +94.7% | +34.6% | +60.2% | +73.2% |
| YTD | +177.4% | +23.5% | +153.9% | +153.2% |
| 1Y | +412.6% | +34.4% | +378.2% | +352.1% |
| 3Y | +1,359.8% | +2.3% | +1,357.5% | +1,253.2% |
| 5Y | +992.6% | -41.7% | +1,034.3% | +1,039.0% |
| All | +992.6% | -41.8% | +1,034.4% | +1,039.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling