-25.7%
WDAY vs VCLT
+12.2%
-37.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.8% | -4.8% |
| 7D | -6.1% | +0.3% | -6.4% | -6.2% |
| 30D | +3.7% | -0.6% | +4.3% | +4.0% |
| 3M | +29.6% | -2.2% | +31.8% | +30.7% |
| 6M | +23.3% | -2.9% | +26.2% | +24.8% |
| YTD | -13.3% | -2.1% | -11.2% | -12.6% |
| 1Y | -19.6% | -2.6% | -17.1% | -18.9% |
| 3Y | -25.7% | +12.5% | -38.2% | -32.6% |
| All | -25.7% | +12.2% | -37.9% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling