-15.3%
WDAY vs VCLT
-0.4%
-14.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | -4.4% | -0.5% | -3.9% | -4.3% |
| 30D | +14.7% | -0.9% | +15.6% | +14.4% |
| 3M | +32.4% | -3.2% | +35.6% | +31.1% |
| 6M | +36.9% | -3.8% | +40.7% | +34.0% |
| YTD | -8.8% | -2.0% | -6.8% | -9.6% |
| 1Y | -15.3% | -0.8% | -14.5% | -13.9% |
| All | -15.3% | -0.4% | -14.9% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling