+716.4%
VGT vs WM
+337.2%
+379.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.0% | +3.1% |
| 7D | -1.6% | -0.5% | -1.2% | -1.5% |
| 30D | -12.5% | +13.3% | -25.8% | -17.2% |
| 3M | -7.7% | +4.4% | -12.1% | -9.8% |
| 6M | -0.2% | +10.8% | -11.0% | -6.1% |
| YTD | +19.3% | +9.1% | +10.2% | +12.1% |
| 1Y | +18.2% | +19.1% | -1.0% | +6.0% |
| 3Y | +109.6% | +45.7% | +64.0% | +62.4% |
| 5Y | +105.5% | +60.4% | +45.1% | +47.9% |
| 10Y | +716.4% | +328.7% | +387.7% | +241.4% |
| All | +716.4% | +337.2% | +379.2% | +241.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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