+302.1%
WDAY vs VCLT
+39.5%
+262.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | -4.4% | -0.5% | -3.9% | -4.1% |
| 30D | +14.7% | -0.9% | +15.6% | +15.2% |
| 3M | +32.4% | -3.2% | +35.6% | +34.4% |
| 6M | +36.9% | -3.8% | +40.7% | +39.3% |
| YTD | -8.8% | -2.0% | -6.8% | -8.1% |
| 1Y | -15.3% | -0.8% | -14.5% | -15.2% |
| 3Y | -21.2% | +12.3% | -33.5% | -26.0% |
| 5Y | -29.5% | -15.4% | -14.1% | -27.7% |
| 10Y | +120.0% | +15.7% | +104.3% | +124.9% |
| All | +302.1% | +39.5% | +262.7% | +312.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling