+349.9%
WELL vs VGT
+809.1%
-459.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.3% |
| 7D | -2.2% | -1.0% | -1.2% | -1.8% |
| 30D | +4.7% | -0.4% | +5.1% | +4.8% |
| 3M | +11.9% | +6.6% | +5.3% | +8.2% |
| 6M | +14.3% | +31.0% | -16.7% | 0.0% |
| YTD | +28.4% | +27.2% | +1.1% | +13.5% |
| 1Y | +42.3% | +34.5% | +7.8% | +22.1% |
| 3Y | +202.6% | +123.1% | +79.4% | +93.9% |
| 5Y | +206.5% | +135.1% | +71.4% | +84.9% |
| All | +349.9% | +809.1% | -459.2% | +46.3% |
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