+144.0%
WDAY vs VLO
+790.8%
-646.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +2.8% |
| 7D | +1.8% | +9.6% | -7.8% | -0.1% |
| 30D | +4.1% | -17.4% | +21.5% | +7.9% |
| 3M | -4.8% | +10.8% | -15.6% | -7.5% |
| 6M | +68.6% | +56.9% | +11.7% | +51.9% |
| YTD | -8.5% | +136.8% | -145.3% | -25.0% |
| 1Y | -12.1% | +120.7% | -132.8% | -26.8% |
| 3Y | -13.2% | +231.9% | -245.1% | -35.2% |
| 5Y | -33.7% | +479.0% | -512.7% | -58.3% |
| All | +144.0% | +790.8% | -646.8% | +37.6% |
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