+283.3%
WMB vs TECH
+187.7%
+95.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +8.1% | +0.2% | +7.8% | +8.0% |
| 30D | -6.9% | +0.5% | -7.4% | -7.0% |
| 3M | -5.1% | +1.0% | -6.1% | -5.2% |
| 6M | -5.7% | +54.1% | -59.8% | -12.8% |
| YTD | +18.1% | +24.4% | -6.3% | +12.0% |
| 1Y | +18.4% | +19.3% | -0.9% | +13.1% |
| 3Y | +122.7% | +28.5% | +94.2% | +99.8% |
| 5Y | +202.0% | -41.0% | +243.0% | +223.8% |
| All | +283.3% | +187.7% | +95.5% | +130.4% |
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