+1,917.9%
VRT vs WDAY
+51.8%
+1,866.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.4% | +11.0% | +10.0% |
| 7D | -10.6% | -4.0% | -6.6% | -9.8% |
| 30D | -17.4% | +1.9% | -19.4% | -18.3% |
| 3M | -26.4% | +5.9% | -32.3% | -28.9% |
| 6M | -41.0% | +48.8% | -89.8% | -50.3% |
| YTD | +23.8% | -11.4% | +35.3% | +23.1% |
| 1Y | +11.6% | -15.5% | +27.1% | +12.9% |
| 3Y | +403.5% | -15.6% | +419.1% | +395.5% |
| 5Y | +647.0% | -35.2% | +682.2% | +669.3% |
| All | +1,917.9% | +51.8% | +1,866.1% | +1,494.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 WDAY 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