+314.5%
WDAY vs VCIT
+48.1%
+266.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.4% |
| 7D | -1.2% | +0.4% | -1.7% | -1.7% |
| 30D | +6.8% | +2.2% | +4.6% | +4.6% |
| 3M | +17.8% | -1.8% | +19.7% | +20.1% |
| 6M | +57.8% | -1.6% | +59.5% | +60.4% |
| YTD | -6.0% | -1.7% | -4.3% | -4.5% |
| 1Y | -13.5% | -0.8% | -12.7% | -12.9% |
| 3Y | -7.6% | +19.3% | -26.9% | -23.2% |
| 5Y | -30.5% | +3.5% | -34.0% | -36.5% |
| 10Y | +143.9% | +28.6% | +115.3% | +124.6% |
| All | +314.5% | +48.1% | +266.4% | +281.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling