+1,329.2%
WDC vs VUG
+88.8%
+1,240.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.5% | +6.3% | +6.6% |
| 7D | +1.7% | -0.1% | +1.8% | +1.8% |
| 30D | -10.0% | -0.3% | -9.6% | -9.7% |
| 3M | -18.8% | -0.7% | -18.1% | -16.8% |
| 6M | +79.0% | +14.6% | +64.4% | +50.4% |
| YTD | +171.6% | +9.0% | +162.5% | +144.9% |
| 1Y | +417.4% | +14.9% | +402.5% | +340.6% |
| All | +1,329.2% | +88.8% | +1,240.5% | +568.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling