+130.1%
WDAY vs VLO
+728.0%
-597.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.3% |
| 7D | -4.6% | -9.5% | +5.0% | -2.7% |
| 30D | +1.2% | -19.1% | +20.4% | +5.4% |
| 3M | +2.6% | +11.4% | -8.8% | -0.4% |
| 6M | +47.8% | +46.7% | +1.0% | +35.0% |
| YTD | -12.1% | +118.6% | -130.7% | -26.6% |
| 1Y | -17.1% | +99.9% | -117.0% | -29.6% |
| 3Y | -17.9% | +210.5% | -228.3% | -37.8% |
| 5Y | -35.1% | +432.7% | -467.8% | -58.4% |
| 10Y | +130.1% | +717.1% | -587.0% | +32.5% |
| All | +130.1% | +728.0% | -597.9% | +32.5% |
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