-35.2%
WDAY vs VFC
-67.1%
+31.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.8% |
| 7D | -4.0% | +7.7% | -11.7% | -5.2% |
| 30D | +1.9% | +39.2% | -37.3% | -3.9% |
| 3M | +5.9% | +40.3% | -34.4% | -0.4% |
| 6M | +48.8% | +11.4% | +37.4% | +44.6% |
| YTD | -11.4% | +17.5% | -29.0% | -15.3% |
| 1Y | -15.5% | +45.9% | -61.4% | -22.5% |
| 3Y | -15.6% | +47.3% | -63.0% | -29.5% |
| 5Y | -35.2% | -67.2% | +32.0% | -6.8% |
| All | -35.2% | -67.1% | +31.9% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling