+294.5%
VTI vs WDAY
+114.2%
+180.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -2.0% | -10.5% | +8.5% | +0.6% |
| 30D | -1.9% | +2.1% | -4.1% | -3.1% |
| 3M | +4.5% | +34.6% | -30.1% | -4.6% |
| 6M | +12.6% | +29.9% | -17.3% | +2.3% |
| YTD | +12.0% | -13.8% | +25.8% | +13.5% |
| 1Y | +17.3% | -18.3% | +35.6% | +20.1% |
| 3Y | +75.3% | -26.2% | +101.5% | +79.5% |
| 5Y | +74.0% | -30.8% | +104.8% | +75.2% |
| All | +294.5% | +114.2% | +180.3% | +193.9% |
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