+1,188.5%
WDC vs VGT
+820.0%
+368.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -4.4% |
| 7D | -4.3% | -0.2% | -4.1% | -4.1% |
| 30D | -1.5% | -0.4% | -1.1% | -0.9% |
| 3M | -15.5% | +4.4% | -19.9% | -17.8% |
| 6M | +66.5% | +32.1% | +34.4% | +25.4% |
| YTD | +159.9% | +28.8% | +131.1% | +103.4% |
| 1Y | +366.0% | +35.3% | +330.6% | +249.0% |
| 3Y | +1,285.8% | +124.8% | +1,161.1% | +501.9% |
| 5Y | +925.6% | +137.9% | +787.6% | +311.1% |
| All | +1,188.5% | +820.0% | +368.5% | +4.9% |
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