+113.3%
WDAY vs VFC
-69.4%
+182.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.4% |
| 7D | -7.4% | -2.3% | -5.0% | -6.9% |
| 30D | +1.0% | -13.4% | +14.4% | +4.3% |
| 3M | +32.7% | -23.7% | +56.4% | +39.7% |
| 6M | +25.6% | -24.5% | +50.0% | +31.7% |
| YTD | -13.4% | -27.8% | +14.5% | -8.6% |
| 1Y | -19.4% | -13.5% | -5.9% | -19.3% |
| 3Y | -25.8% | -27.1% | +1.3% | -30.5% |
| 5Y | -31.1% | -79.0% | +47.9% | -3.7% |
| 10Y | +113.3% | -68.7% | +182.1% | +156.2% |
| All | +113.3% | -69.4% | +182.7% | +156.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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