+1,709.7%
WELL vs VGT
+2,283.9%
-574.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -0.8% | +1.0% | -1.8% | -1.4% |
| 30D | -0.1% | +1.3% | -1.4% | -0.9% |
| 3M | +18.0% | -1.1% | +19.2% | +17.1% |
| 6M | +15.0% | +32.6% | -17.6% | -4.7% |
| YTD | +28.6% | +29.0% | -0.4% | +7.9% |
| 1Y | +42.9% | +39.7% | +3.2% | +13.5% |
| 3Y | +203.0% | +120.9% | +82.1% | +71.5% |
| 5Y | +206.9% | +133.6% | +73.3% | +60.3% |
| 10Y | +339.5% | +792.6% | -453.1% | -15.9% |
| All | +1,709.7% | +2,283.9% | -574.2% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling