+112.2%
WDAY vs VCIT
+28.6%
+83.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.5% |
| 7D | -5.2% | -1.2% | -4.0% | -3.7% |
| 30D | +5.9% | -1.6% | +7.5% | +8.2% |
| 3M | +42.3% | -2.3% | +44.6% | +46.7% |
| 6M | +34.7% | -1.9% | +36.6% | +38.0% |
| YTD | -13.5% | -1.8% | -11.7% | -11.6% |
| 1Y | -18.1% | -1.2% | -16.9% | -17.1% |
| 3Y | -26.4% | +18.1% | -44.4% | -41.7% |
| 5Y | -30.6% | +2.3% | -32.9% | -35.4% |
| All | +112.2% | +28.6% | +83.6% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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