+112.2%
WDAY vs VCLT
+17.1%
+95.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -5.2% | -1.4% | -3.8% | -4.3% |
| 30D | +5.9% | -1.2% | +7.1% | +6.8% |
| 3M | +42.3% | -4.8% | +47.0% | +46.8% |
| 6M | +34.7% | -2.6% | +37.3% | +36.8% |
| YTD | -13.5% | -3.3% | -10.2% | -11.8% |
| 1Y | -18.1% | -4.8% | -13.3% | -15.7% |
| 3Y | -26.4% | +11.5% | -37.9% | -32.4% |
| 5Y | -30.6% | -17.0% | -13.6% | -25.1% |
| All | +112.2% | +17.1% | +95.1% | +108.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling