+2,267.4%
VGT vs WM
+1,319.0%
+948.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.9% |
| 7D | +1.0% | -0.3% | +1.3% | +1.1% |
| 30D | +1.3% | -2.4% | +3.7% | +2.4% |
| 3M | -1.1% | +0.4% | -1.6% | -2.5% |
| 6M | +32.6% | -9.5% | +42.1% | +37.3% |
| YTD | +29.0% | +0.5% | +28.5% | +25.9% |
| 1Y | +39.7% | -1.1% | +40.8% | +36.6% |
| 3Y | +120.9% | +46.0% | +74.9% | +69.0% |
| 5Y | +133.6% | +51.8% | +81.7% | +72.6% |
| 10Y | +792.6% | +307.5% | +485.0% | +267.3% |
| All | +2,267.4% | +1,319.0% | +948.4% | +385.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling