+754.4%
WDC vs VUG
+79.7%
+674.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +1.0% |
| 7D | -16.7% | -1.2% | -15.6% | -14.2% |
| 30D | -27.2% | -8.9% | -18.3% | -14.3% |
| 3M | -34.0% | -5.9% | -28.1% | -26.2% |
| 6M | -39.7% | -3.3% | -36.4% | -34.4% |
| YTD | +68.1% | +3.4% | +64.6% | +67.0% |
| 1Y | +66.3% | +1.9% | +64.4% | +69.8% |
| 3Y | +754.4% | +76.9% | +677.5% | +361.5% |
| All | +754.4% | +79.7% | +674.7% | +361.5% |
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