+1,228.2%
WDC vs VUG
+419.9%
+808.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -3.7% |
| 7D | +4.4% | -1.9% | +6.3% | +6.9% |
| 30D | +5.3% | -1.6% | +6.8% | +7.3% |
| 3M | -5.9% | +4.4% | -10.3% | -9.7% |
| 6M | +73.2% | +13.2% | +60.0% | +51.9% |
| YTD | +167.8% | +7.5% | +160.4% | +151.3% |
| 1Y | +386.0% | +12.5% | +373.5% | +336.2% |
| 3Y | +1,309.7% | +86.0% | +1,223.7% | +610.8% |
| 5Y | +957.1% | +76.5% | +880.6% | +461.2% |
| All | +1,228.2% | +419.9% | +808.2% | +65.9% |
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