+7,626.7%
WDC vs VGT
+2,279.6%
+5,347.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.4% |
| 7D | +6.0% | +1.8% | +4.2% | +3.6% |
| 30D | +9.9% | -0.3% | +10.3% | +10.5% |
| 3M | -9.4% | +3.4% | -12.8% | -10.6% |
| 6M | +94.7% | +35.0% | +59.7% | +41.0% |
| YTD | +177.4% | +28.8% | +148.6% | +114.5% |
| 1Y | +412.6% | +38.0% | +374.6% | +269.2% |
| 3Y | +1,359.8% | +125.8% | +1,234.0% | +490.6% |
| 5Y | +992.6% | +134.7% | +857.8% | +311.0% |
| 10Y | +1,245.5% | +792.6% | +452.9% | -4.3% |
| All | +7,626.7% | +2,279.6% | +5,347.1% | +83.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling