-33.5%
WDAY vs VIG
+64.4%
-98.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +1.8% | +3.5% | -1.6% | -2.6% |
| 30D | +4.1% | +4.9% | -0.9% | -2.4% |
| 3M | -4.8% | +2.5% | -7.4% | -8.0% |
| 6M | +68.6% | +11.0% | +57.6% | +47.2% |
| YTD | -8.5% | +16.0% | -24.5% | -25.1% |
| 1Y | -12.1% | +17.5% | -29.6% | -29.4% |
| 3Y | -13.2% | +67.0% | -80.2% | -58.1% |
| All | -33.5% | +64.4% | -98.0% | -67.7% |
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