+111.5%
WDAY vs VEU
+152.3%
-40.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.7% |
| 7D | -10.5% | -1.9% | -8.6% | -8.9% |
| 30D | +2.1% | -0.7% | +2.8% | +2.7% |
| 3M | +34.6% | +4.9% | +29.8% | +26.8% |
| 6M | +29.9% | +9.8% | +20.1% | +14.5% |
| YTD | -13.8% | +15.3% | -29.1% | -28.7% |
| 1Y | -18.3% | +23.0% | -41.3% | -37.1% |
| 3Y | -26.2% | +73.5% | -99.6% | -61.9% |
| 5Y | -30.8% | +54.5% | -85.3% | -59.0% |
| All | +111.5% | +152.3% | -40.8% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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