+111.5%
WDAY vs VLO
+933.4%
-821.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -10.5% | +4.0% | -14.5% | -11.3% |
| 30D | +2.1% | +19.0% | -16.9% | -1.6% |
| 3M | +34.6% | +50.0% | -15.3% | +23.2% |
| 6M | +29.9% | +79.1% | -49.2% | +14.2% |
| YTD | -13.8% | +140.3% | -154.1% | -29.1% |
| 1Y | -18.3% | +148.3% | -166.6% | -33.3% |
| 3Y | -26.2% | +194.6% | -220.8% | -43.2% |
| 5Y | -30.8% | +609.6% | -640.4% | -58.4% |
| All | +111.5% | +933.4% | -821.9% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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