+109.6%
VRT vs WDAY
-19.9%
+129.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.1% | -9.5% | -9.7% |
| 7D | +2.4% | -7.4% | +9.8% | -0.2% |
| 30D | -2.7% | +1.0% | -3.7% | -1.6% |
| 3M | -9.2% | +32.7% | -41.9% | +6.2% |
| 6M | -0.5% | +25.6% | -26.1% | +18.3% |
| YTD | +62.3% | -13.4% | +75.7% | +95.4% |
| 1Y | +109.6% | -19.4% | +128.9% | +155.4% |
| All | +109.6% | -19.9% | +129.4% | +155.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling