+148.4%
WEC vs TECH
+179.6%
-31.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +0.9% | +0.3% | +0.6% | +0.9% |
| 3M | -5.3% | +32.9% | -38.3% | -7.9% |
| 6M | -6.6% | +32.1% | -38.6% | -9.5% |
| YTD | +3.3% | +23.4% | -20.1% | +0.6% |
| 1Y | +2.1% | +34.1% | -32.0% | -1.7% |
| 3Y | +39.6% | +2.2% | +37.4% | +36.4% |
| 5Y | +31.2% | -41.8% | +73.0% | +34.2% |
| 10Y | +148.4% | +188.9% | -40.5% | +109.2% |
| All | +148.4% | +179.6% | -31.1% | +109.2% |
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