-31.1%
WDAY vs VEU
+56.2%
-87.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.5% |
| 7D | -7.4% | +0.3% | -7.7% | -7.6% |
| 30D | +1.0% | +0.7% | +0.3% | +0.5% |
| 3M | +32.7% | +4.7% | +28.0% | +26.6% |
| 6M | +25.6% | +11.6% | +13.9% | +11.3% |
| YTD | -13.4% | +16.8% | -30.2% | -27.7% |
| 1Y | -19.4% | +24.9% | -44.2% | -37.5% |
| 3Y | -25.8% | +75.7% | -101.5% | -62.0% |
| 5Y | -31.1% | +56.1% | -87.2% | -61.0% |
| All | -31.1% | +56.2% | -87.3% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling