+2,826.7%
VRT vs WDAY
+48.6%
+2,778.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.9% | +8.5% | +4.9% |
| 7D | +13.6% | -6.1% | +19.7% | +15.3% |
| 30D | +6.8% | +3.7% | +3.1% | +4.5% |
| 3M | -3.2% | +29.6% | -32.8% | -13.1% |
| 6M | +20.3% | +23.3% | -3.0% | +7.2% |
| YTD | +79.6% | -13.3% | +92.9% | +80.9% |
| 1Y | +139.0% | -19.6% | +158.6% | +146.6% |
| 3Y | +644.6% | -25.7% | +670.3% | +674.6% |
| 5Y | +1,024.4% | -31.6% | +1,055.9% | +1,047.3% |
| All | +2,826.7% | +48.6% | +2,778.1% | +2,243.9% |
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