+735.5%
VGT vs WM
+332.5%
+403.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.4% |
| 7D | -1.6% | +0.8% | -2.3% | -1.9% |
| 30D | -10.1% | +13.8% | -23.9% | -15.1% |
| 3M | -5.3% | +6.4% | -11.6% | -8.1% |
| 6M | +0.2% | +13.2% | -13.0% | -6.5% |
| YTD | +21.1% | +10.8% | +10.3% | +13.2% |
| 1Y | +18.2% | +20.2% | -2.0% | +5.7% |
| 3Y | +107.4% | +46.5% | +61.0% | +60.6% |
| 5Y | +111.5% | +61.3% | +50.3% | +52.3% |
| 10Y | +735.5% | +324.8% | +410.8% | +247.3% |
| All | +735.5% | +332.5% | +403.0% | +247.3% |
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