+303.5%
WDAY vs VGT
+1,331.4%
-1,027.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.7% | +4.6% |
| 7D | +1.8% | +2.5% | -0.6% | -0.7% |
| 30D | +4.1% | -9.5% | +13.6% | +12.7% |
| 3M | -4.8% | -9.5% | +4.7% | +2.3% |
| 6M | +68.6% | -1.8% | +70.4% | +62.5% |
| YTD | -8.5% | +18.4% | -26.9% | -27.9% |
| 1Y | -12.1% | +18.7% | -30.8% | -31.1% |
| 3Y | -13.2% | +103.8% | -117.0% | -63.6% |
| 5Y | -33.7% | +104.4% | -138.1% | -72.3% |
| 10Y | +137.4% | +716.9% | -579.5% | -80.8% |
| All | +303.5% | +1,331.4% | -1,027.9% | -79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling