-26.4%
WDAY vs VG
-50.2%
+23.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -1.5% |
| 7D | -4.0% | -8.3% | +4.3% | -3.8% |
| 30D | +1.9% | -10.3% | +12.3% | +2.2% |
| 3M | +5.9% | -10.8% | +16.7% | +6.0% |
| 6M | +48.8% | +3.5% | +45.3% | +46.9% |
| YTD | -11.4% | +74.0% | -85.4% | -16.7% |
| 1Y | -15.5% | +48.9% | -64.4% | -19.7% |
| All | -26.4% | -50.2% | +23.9% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling