+2,263.1%
VGT vs WCC
+3,502.1%
-1,239.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.9% |
| 7D | +1.8% | +8.5% | -6.7% | -0.7% |
| 30D | -0.3% | -1.0% | +0.7% | -0.2% |
| 3M | +3.4% | +2.1% | +1.3% | +2.2% |
| 6M | +35.0% | +36.8% | -1.8% | +21.5% |
| YTD | +28.8% | +47.7% | -19.0% | +12.8% |
| 1Y | +38.0% | +66.5% | -28.5% | +16.0% |
| 3Y | +125.8% | +134.2% | -8.4% | +63.6% |
| 5Y | +134.7% | +231.6% | -96.9% | +47.5% |
| 10Y | +792.6% | +508.1% | +284.5% | +313.1% |
| All | +2,263.1% | +3,502.1% | -1,239.0% | +575.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WCC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling