+999.3%
VGT vs W
+176.2%
+823.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.1% |
| 7D | +1.0% | -4.2% | +5.2% | +1.6% |
| 30D | +1.3% | -7.6% | +8.9% | +2.4% |
| 3M | -1.1% | +37.2% | -38.3% | -7.2% |
| 6M | +32.6% | +26.3% | +6.3% | +25.4% |
| YTD | +29.0% | -1.0% | +30.0% | +26.0% |
| 1Y | +39.7% | +20.1% | +19.6% | +31.0% |
| 3Y | +120.9% | +37.8% | +83.1% | +89.4% |
| 5Y | +133.6% | -63.7% | +197.2% | +116.9% |
| 10Y | +792.6% | +156.3% | +636.2% | +482.2% |
| All | +999.3% | +176.2% | +823.2% | +607.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling