+135.2%
VGT vs W
-62.3%
+197.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +1.5% | +5.9% | -4.4% | +0.5% |
| 30D | +0.5% | -3.0% | +3.6% | +1.0% |
| 3M | +5.3% | +40.3% | -35.1% | -2.3% |
| 6M | +32.4% | +32.2% | +0.2% | +23.4% |
| YTD | +28.6% | -0.3% | +28.9% | +25.1% |
| 1Y | +37.6% | +16.2% | +21.5% | +28.9% |
| 3Y | +125.5% | +40.7% | +84.8% | +88.0% |
| 5Y | +135.2% | -62.3% | +197.5% | +115.3% |
| All | +135.2% | -62.3% | +197.5% | +115.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling