+12.0%
WBD vs VUG
+419.9%
-407.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.5% |
| 7D | -0.6% | -1.9% | +1.3% | +0.9% |
| 30D | +4.2% | -1.6% | +5.7% | +5.4% |
| 3M | +7.5% | +4.4% | +3.1% | +3.3% |
| 6M | +1.6% | +13.2% | -11.6% | -9.0% |
| YTD | -2.2% | +7.5% | -9.6% | -8.8% |
| 1Y | +124.9% | +12.5% | +112.4% | +101.8% |
| 3Y | +149.1% | +86.0% | +63.2% | +50.9% |
| 5Y | +7.8% | +76.5% | -68.6% | -33.8% |
| All | +12.0% | +419.9% | -407.9% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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