+112.2%
WDAY vs VIG
+250.0%
-137.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.5% |
| 7D | -5.2% | -1.1% | -4.1% | -3.9% |
| 30D | +5.9% | -2.7% | +8.7% | +9.6% |
| 3M | +42.3% | +2.5% | +39.7% | +38.5% |
| 6M | +34.7% | +9.2% | +25.5% | +21.0% |
| YTD | -13.5% | +9.8% | -23.4% | -22.9% |
| 1Y | -18.1% | +12.4% | -30.5% | -29.0% |
| 3Y | -26.4% | +55.9% | -82.3% | -56.8% |
| 5Y | -30.6% | +63.9% | -94.5% | -60.8% |
| All | +112.2% | +250.0% | -137.8% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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