+8,272.6%
WFC vs TECH
+101,570.6%
-93,298.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | +0.1% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +3.6% | +0.3% | +3.3% | +3.5% |
| 3M | -1.3% | +1.0% | -2.3% | -1.5% |
| 6M | +18.0% | +54.0% | -36.0% | +9.6% |
| YTD | -5.9% | +24.3% | -30.2% | -10.3% |
| 1Y | +1.8% | +23.7% | -21.9% | -3.0% |
| 3Y | +125.0% | +28.5% | +96.6% | +109.2% |
| 5Y | +92.0% | -41.2% | +133.2% | +98.9% |
| 10Y | +117.9% | +189.2% | -71.3% | +75.3% |
| All | +8,272.6% | +101,570.6% | -93,298.0% | +4,923.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling