+193.2%
WEC vs TECH
+193.9%
-0.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | +12.0% | +0.3% | +11.6% | +11.9% |
| 3M | +11.1% | +1.0% | +10.1% | +11.0% |
| 6M | +6.0% | +54.0% | -48.0% | +1.6% |
| YTD | +14.3% | +24.3% | -10.0% | +11.2% |
| 1Y | +8.0% | +23.7% | -15.7% | +5.1% |
| 3Y | +62.8% | +28.5% | +34.4% | +55.0% |
| 5Y | +55.3% | -41.2% | +96.5% | +59.0% |
| 10Y | +193.2% | +189.2% | +4.0% | +144.3% |
| All | +193.2% | +193.9% | -0.7% | +144.3% |
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