-30.8%
WDAY vs VIG
+61.5%
-92.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | +0.1% |
| 7D | -10.5% | -2.2% | -8.3% | -7.9% |
| 30D | +2.1% | -3.2% | +5.3% | +6.6% |
| 3M | +34.6% | +3.0% | +31.6% | +29.8% |
| 6M | +29.9% | +8.1% | +21.8% | +17.0% |
| YTD | -13.8% | +9.1% | -22.9% | -23.3% |
| 1Y | -18.3% | +12.6% | -30.8% | -30.4% |
| 3Y | -26.2% | +55.4% | -81.5% | -60.4% |
| 5Y | -30.8% | +62.8% | -93.6% | -65.0% |
| All | -30.8% | +61.5% | -92.3% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling