-26.6%
WDAY vs VGT
+121.2%
-147.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | 0.0% |
| 7D | -10.5% | -1.0% | -9.5% | -10.1% |
| 30D | +2.1% | -0.4% | +2.6% | +2.3% |
| 3M | +34.6% | +6.6% | +28.0% | +28.7% |
| 6M | +29.9% | +31.0% | -1.1% | +9.2% |
| YTD | -13.8% | +27.2% | -41.1% | -26.3% |
| 1Y | -18.3% | +34.5% | -52.7% | -32.8% |
| All | -26.6% | +121.2% | -147.9% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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