+302.1%
WDAY vs VCIT
+49.7%
+252.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | -4.4% | -0.3% | -4.0% | -4.0% |
| 30D | +14.7% | -0.8% | +15.5% | +15.7% |
| 3M | +32.4% | -1.0% | +33.4% | +33.7% |
| 6M | +36.9% | -1.8% | +38.7% | +39.4% |
| YTD | -8.8% | -0.7% | -8.1% | -8.3% |
| 1Y | -15.3% | +1.0% | -16.3% | -16.3% |
| 3Y | -21.2% | +18.8% | -40.1% | -34.2% |
| 5Y | -29.5% | +3.5% | -33.0% | -35.8% |
| 10Y | +120.0% | +29.2% | +90.8% | +99.9% |
| All | +302.1% | +49.7% | +252.5% | +266.6% |
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