+303.5%
WDAY vs VEU
+183.5%
+120.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.7% |
| 3M | -4.8% | -5.4% | +0.5% | -0.3% |
| 6M | +68.6% | -1.8% | +70.4% | +67.6% |
| YTD | -8.5% | +10.9% | -19.5% | -21.7% |
| 1Y | -12.1% | +13.6% | -25.7% | -26.7% |
| 3Y | -13.2% | +69.3% | -82.4% | -53.6% |
| 5Y | -33.7% | +48.1% | -81.8% | -58.7% |
| 10Y | +137.4% | +148.0% | -10.6% | -12.4% |
| All | +303.5% | +183.5% | +120.0% | +49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling