+611.0%
VRT vs WDAY
-21.0%
+632.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -5.4% | +9.7% | +4.4% |
| 7D | +9.1% | -4.4% | +13.5% | +9.1% |
| 30D | +0.9% | +14.7% | -13.8% | +0.6% |
| 3M | -13.4% | +32.4% | -45.7% | -13.2% |
| 6M | +11.7% | +36.9% | -25.2% | +11.3% |
| YTD | +73.2% | -8.8% | +82.1% | +98.1% |
| 1Y | +123.4% | -15.3% | +138.7% | +161.4% |
| All | +611.0% | -21.0% | +632.0% | +702.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling