+144.0%
WDAY vs VCLT
+21.5%
+122.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.5% | +3.3% |
| 7D | +1.8% | -2.3% | +4.1% | +3.3% |
| 30D | +4.1% | +0.8% | +3.3% | +3.6% |
| 3M | -4.8% | -2.7% | -2.2% | -3.2% |
| 6M | +68.6% | -4.3% | +72.9% | +73.3% |
| YTD | -8.5% | -4.3% | -4.2% | -6.1% |
| 1Y | -12.1% | -4.4% | -7.7% | -9.8% |
| 3Y | -13.2% | +13.8% | -27.0% | -21.3% |
| 5Y | -33.7% | -17.0% | -16.8% | -28.4% |
| All | +144.0% | +21.5% | +122.4% | +142.2% |
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