+326.4%
WM vs TECH
+190.5%
+135.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.2% | +0.2% | +0.9% | +1.1% |
| 30D | +13.7% | +0.5% | +13.2% | +13.6% |
| 3M | +5.2% | +1.1% | +4.1% | +5.1% |
| 6M | +11.2% | +51.0% | -39.8% | +4.7% |
| YTD | +9.4% | +24.4% | -14.9% | +5.0% |
| 1Y | +20.4% | +27.4% | -7.1% | +15.0% |
| 3Y | +44.7% | +28.5% | +16.2% | +33.0% |
| 5Y | +58.5% | -40.9% | +99.3% | +68.5% |
| 10Y | +326.4% | +192.5% | +133.9% | +194.3% |
| All | +326.4% | +190.5% | +135.9% | +194.3% |
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