+302.1%
WDAY vs VFC
-48.7%
+350.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.4% | -7.7% | -6.0% |
| 7D | -4.4% | -1.6% | -2.8% | -4.0% |
| 30D | +14.7% | -11.6% | +26.4% | +18.3% |
| 3M | +32.4% | -18.1% | +50.5% | +37.7% |
| 6M | +36.9% | -27.4% | +64.2% | +45.6% |
| YTD | -8.8% | -24.8% | +16.0% | -4.3% |
| 1Y | -15.3% | -8.2% | -7.1% | -16.5% |
| 3Y | -21.2% | -29.1% | +7.9% | -26.1% |
| 5Y | -29.5% | -79.2% | +49.7% | +1.6% |
| 10Y | +120.0% | -68.1% | +188.1% | +139.6% |
| All | +302.1% | -48.7% | +350.8% | +301.4% |
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 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