-17.1%
WDAY vs VFC
+41.4%
-58.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -4.6% | +3.5% | -8.1% | -4.9% |
| 30D | +1.2% | +38.3% | -37.0% | -2.1% |
| 3M | +2.6% | +40.2% | -37.6% | -1.0% |
| 6M | +47.8% | +10.6% | +37.1% | +44.7% |
| YTD | -12.1% | +16.7% | -28.8% | -13.8% |
| 1Y | -17.1% | +45.0% | -62.1% | -23.4% |
| All | -17.1% | +41.4% | -58.6% | -23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling