+290.7%
WDAY vs VFC
-19.7%
+310.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -2.0% |
| 7D | -4.0% | +7.7% | -11.7% | -5.8% |
| 30D | +1.9% | +39.2% | -37.3% | -6.2% |
| 3M | +5.9% | +40.3% | -34.4% | -2.9% |
| 6M | +48.8% | +11.4% | +37.4% | +42.9% |
| YTD | -11.4% | +17.5% | -29.0% | -16.9% |
| 1Y | -15.5% | +45.9% | -61.4% | -25.3% |
| 3Y | -15.6% | +47.3% | -63.0% | -34.8% |
| 5Y | -35.2% | -67.2% | +32.0% | -16.5% |
| 10Y | +123.9% | -46.1% | +169.9% | +109.7% |
| All | +290.7% | -19.7% | +310.4% | +248.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling