+487.3%
WFC vs VGT
+2,283.9%
-1,796.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.6% |
| 7D | +3.8% | +1.0% | +2.8% | +2.9% |
| 30D | +1.5% | +1.3% | +0.2% | +0.1% |
| 3M | +10.9% | -1.1% | +12.0% | +9.8% |
| 6M | +8.4% | +32.6% | -24.2% | -17.9% |
| YTD | -1.9% | +29.0% | -30.9% | -24.0% |
| 1Y | +12.3% | +39.7% | -27.4% | -19.6% |
| 3Y | +132.3% | +120.9% | +11.4% | +4.1% |
| 5Y | +130.1% | +133.6% | -3.5% | -7.2% |
| 10Y | +134.4% | +792.6% | -658.2% | -80.0% |
| All | +487.3% | +2,283.9% | -1,796.6% | -84.4% |
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