+2,072.9%
VGT vs WWD
+3,931.5%
-1,858.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | +2.5% | +4.0% | -1.5% | +1.2% |
| 30D | -9.5% | +0.4% | -9.9% | -9.7% |
| 3M | -9.5% | -7.9% | -1.6% | -7.2% |
| 6M | -1.8% | -10.6% | +8.9% | +1.0% |
| YTD | +18.4% | +9.4% | +9.0% | +12.8% |
| 1Y | +18.7% | +25.7% | -7.0% | +7.5% |
| 3Y | +103.8% | +148.5% | -44.7% | +45.3% |
| 5Y | +104.4% | +189.5% | -85.2% | +36.8% |
| 10Y | +716.9% | +451.8% | +265.1% | +309.2% |
| All | +2,072.9% | +3,931.5% | -1,858.5% | +429.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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