+144.0%
WDAY vs VEA
+161.1%
-17.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +1.8% | +2.3% | -0.4% | -0.3% |
| 30D | +4.1% | +0.2% | +3.9% | +3.6% |
| 3M | -4.8% | -5.3% | +0.5% | -0.5% |
| 6M | +68.6% | -0.9% | +69.5% | +66.3% |
| YTD | -8.5% | +12.2% | -20.7% | -22.5% |
| 1Y | -12.1% | +16.1% | -28.2% | -28.2% |
| 3Y | -13.2% | +73.0% | -86.2% | -54.8% |
| 5Y | -33.7% | +53.7% | -87.4% | -60.5% |
| All | +144.0% | +161.1% | -17.1% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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