+145.0%
WFC vs TECH
+189.9%
-45.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | +0.4% | -0.4% | +0.8% | +0.5% |
| 30D | +1.5% | 0.0% | +1.6% | +1.5% |
| 3M | +10.2% | +33.7% | -23.4% | +2.0% |
| 6M | +18.8% | +34.9% | -16.1% | +8.4% |
| YTD | -1.5% | +23.2% | -24.7% | -8.4% |
| 1Y | +13.5% | +36.3% | -22.8% | +1.9% |
| 3Y | +135.0% | +2.3% | +132.7% | +120.3% |
| 5Y | +130.1% | -42.9% | +172.9% | +148.4% |
| All | +145.0% | +189.9% | -45.0% | +29.3% |
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