+130.7%
WFC vs TECH
-0.6%
+131.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.1% | -2.2% |
| 7D | +1.1% | +0.2% | +0.9% | +1.0% |
| 30D | +0.8% | +0.1% | +0.7% | +0.8% |
| 3M | +9.3% | +37.5% | -28.2% | +3.0% |
| 6M | +10.6% | +34.6% | -23.9% | +3.7% |
| YTD | -4.1% | +23.5% | -27.6% | -8.8% |
| 1Y | +13.6% | +34.4% | -20.8% | +5.3% |
| 3Y | +130.7% | +2.3% | +128.5% | +123.7% |
| All | +130.7% | -0.6% | +131.3% | +123.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling