-26.9%
WDAY vs VG
-49.4%
+22.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.7% |
| 7D | -4.6% | -7.7% | +3.1% | -4.4% |
| 30D | +1.2% | -8.8% | +10.0% | +1.4% |
| 3M | +2.6% | -15.6% | +18.2% | +2.9% |
| 6M | +47.8% | +5.2% | +42.5% | +45.9% |
| YTD | -12.1% | +76.9% | -89.0% | -17.4% |
| 1Y | -17.1% | +42.5% | -59.6% | -20.8% |
| All | -26.9% | -49.4% | +22.5% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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