+302.1%
WDAY vs VIG
+434.1%
-132.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -4.8% |
| 7D | -4.4% | -0.4% | -3.9% | -3.8% |
| 30D | +14.7% | -1.0% | +15.7% | +16.2% |
| 3M | +32.4% | +2.8% | +29.6% | +28.3% |
| 6M | +36.9% | +8.2% | +28.7% | +24.0% |
| YTD | -8.8% | +11.0% | -19.9% | -19.9% |
| 1Y | -15.3% | +16.1% | -31.4% | -29.6% |
| 3Y | -21.2% | +56.2% | -77.4% | -54.2% |
| 5Y | -29.5% | +63.0% | -92.5% | -60.3% |
| 10Y | +120.0% | +241.4% | -121.4% | -48.8% |
| All | +302.1% | +434.1% | -132.0% | -30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling