+465.0%
WFC vs VGT
+2,088.1%
-1,623.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.8% |
| 7D | +2.5% | +2.5% | +0.1% | +0.3% |
| 30D | +7.0% | -9.5% | +16.5% | +15.4% |
| 3M | -1.8% | -9.5% | +7.7% | +5.4% |
| 6M | +18.4% | -1.8% | +20.2% | +16.1% |
| YTD | -5.6% | +18.4% | -24.0% | -22.3% |
| 1Y | +3.9% | +18.7% | -14.9% | -15.0% |
| 3Y | +126.3% | +103.8% | +22.5% | +7.6% |
| 5Y | +91.1% | +104.4% | -13.2% | -13.8% |
| 10Y | +118.5% | +716.9% | -598.3% | -80.0% |
| All | +465.0% | +2,088.1% | -1,623.1% | -84.0% |
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