+144.0%
WDAY vs VFC
-48.6%
+192.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.2% | -0.2% | +2.3% |
| 7D | +1.8% | +1.6% | +0.2% | +1.5% |
| 30D | +4.1% | +25.5% | -21.4% | -1.2% |
| 3M | -4.8% | +41.3% | -46.1% | -12.1% |
| 6M | +68.6% | +22.2% | +46.4% | +59.1% |
| YTD | -8.5% | +16.4% | -24.9% | -13.4% |
| 1Y | -12.1% | +38.4% | -50.5% | -20.3% |
| 3Y | -13.2% | +56.2% | -69.4% | -32.3% |
| 5Y | -33.7% | -68.2% | +34.4% | -14.8% |
| All | +144.0% | -48.6% | +192.6% | +162.2% |
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