-33.5%
WDAY vs VEU
+47.6%
-81.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.1% |
| 7D | +1.8% | +2.1% | -0.3% | +0.2% |
| 30D | +4.1% | -0.9% | +5.0% | +4.6% |
| 3M | -4.8% | -5.4% | +0.5% | -1.2% |
| 6M | +68.6% | -1.8% | +70.4% | +67.8% |
| YTD | -8.5% | +10.9% | -19.5% | -21.0% |
| 1Y | -12.1% | +13.6% | -25.7% | -26.1% |
| 3Y | -13.2% | +69.3% | -82.4% | -55.1% |
| All | -33.5% | +47.6% | -81.1% | -60.4% |
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