+2,260.0%
VGT vs WY
+116.4%
+2,143.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +1.5% | -1.7% | +3.2% | +2.2% |
| 30D | +0.5% | -9.9% | +10.4% | +4.7% |
| 3M | +5.3% | -7.5% | +12.8% | +7.8% |
| 6M | +32.4% | -5.1% | +37.6% | +33.7% |
| YTD | +28.6% | -2.1% | +30.7% | +27.4% |
| 1Y | +37.6% | -7.3% | +45.0% | +39.0% |
| 3Y | +125.5% | -22.6% | +148.1% | +140.1% |
| 5Y | +135.2% | -19.8% | +155.0% | +145.4% |
| 10Y | +812.9% | +9.6% | +803.3% | +665.3% |
| All | +2,260.0% | +116.4% | +2,143.6% | +1,137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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