-18.1%
WDAY vs VCLT
-4.4%
-13.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -5.2% | -1.4% | -3.8% | -5.0% |
| 30D | +5.9% | -1.2% | +7.1% | +6.0% |
| 3M | +42.3% | -4.8% | +47.0% | +40.7% |
| 6M | +34.7% | -2.6% | +37.3% | +33.3% |
| YTD | -13.5% | -3.3% | -10.2% | -14.2% |
| 1Y | -18.1% | -4.8% | -13.3% | -18.8% |
| All | -18.1% | -4.4% | -13.7% | -18.8% |
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 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