-26.0%
WDAY vs VG
-46.6%
+20.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.5% | -4.3% | +1.0% |
| 7D | -5.3% | +5.5% | -10.8% | -5.5% |
| 30D | +1.5% | -3.6% | +5.1% | +1.5% |
| 3M | +5.5% | -4.0% | +9.4% | +5.3% |
| 6M | +57.4% | +9.4% | +48.1% | +55.3% |
| YTD | -11.0% | +86.6% | -97.6% | -16.5% |
| 1Y | -15.8% | +69.5% | -85.3% | -20.5% |
| All | -26.0% | -46.6% | +20.6% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling