-30.8%
WDAY vs VEA
+57.9%
-88.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.4% |
| 7D | -10.5% | -2.1% | -8.5% | -9.2% |
| 30D | +2.1% | -1.1% | +3.2% | +2.9% |
| 3M | +34.6% | +5.1% | +29.6% | +28.2% |
| 6M | +29.9% | +9.8% | +20.1% | +17.0% |
| YTD | -13.8% | +15.9% | -29.8% | -27.4% |
| 1Y | -18.3% | +24.6% | -42.8% | -36.2% |
| 3Y | -26.2% | +75.5% | -101.7% | -61.4% |
| 5Y | -30.8% | +59.4% | -90.2% | -61.0% |
| All | -30.8% | +57.9% | -88.7% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling