+728.4%
VGT vs W
+212.4%
+516.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | +2.5% | +0.2% | +2.3% | +2.4% |
| 30D | -9.5% | +6.8% | -16.3% | -10.7% |
| 3M | -9.5% | +10.7% | -20.2% | -11.4% |
| 6M | -1.8% | +86.3% | -88.1% | -13.6% |
| YTD | +18.4% | +11.5% | +6.9% | +12.7% |
| 1Y | +18.7% | +5.1% | +13.6% | +13.8% |
| 3Y | +103.8% | +171.0% | -67.2% | +53.4% |
| 5Y | +104.4% | -56.6% | +161.0% | +84.4% |
| All | +728.4% | +212.4% | +516.0% | +398.9% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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