+282.6%
WDAY vs VEA
+236.3%
+46.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.4% | -4.5% |
| 7D | -6.1% | +1.9% | -8.0% | -7.7% |
| 30D | +3.7% | +0.8% | +2.9% | +2.9% |
| 3M | +29.6% | +5.7% | +23.9% | +21.4% |
| 6M | +23.3% | +13.3% | +10.0% | +5.8% |
| YTD | -13.3% | +18.4% | -31.7% | -29.6% |
| 1Y | -19.6% | +27.0% | -46.6% | -39.4% |
| 3Y | -25.7% | +79.3% | -104.9% | -61.7% |
| 5Y | -31.6% | +62.1% | -93.7% | -60.4% |
| 10Y | +109.9% | +160.3% | -50.3% | -24.7% |
| All | +282.6% | +236.3% | +46.3% | +27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling