+111.5%
WDAY vs VGT
+809.1%
-697.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.4% |
| 7D | -10.5% | -1.0% | -9.5% | -9.7% |
| 30D | +2.1% | -0.4% | +2.6% | +2.3% |
| 3M | +34.6% | +6.6% | +28.0% | +23.3% |
| 6M | +29.9% | +31.0% | -1.1% | -3.6% |
| YTD | -13.8% | +27.2% | -41.1% | -34.5% |
| 1Y | -18.3% | +34.5% | -52.7% | -41.6% |
| 3Y | -26.2% | +123.1% | -149.3% | -70.1% |
| 5Y | -30.8% | +135.1% | -165.9% | -73.5% |
| All | +111.5% | +809.1% | -697.6% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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