-17.1%
WDAY vs VLO
+104.0%
-121.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.5% |
| 7D | -4.6% | -9.5% | +5.0% | -3.3% |
| 30D | +1.2% | -19.1% | +20.4% | +4.0% |
| 3M | +2.6% | +11.4% | -8.8% | -1.0% |
| 6M | +47.8% | +46.7% | +1.0% | +34.7% |
| YTD | -12.1% | +118.6% | -130.7% | -23.4% |
| 1Y | -17.1% | +99.9% | -117.0% | -25.4% |
| All | -17.1% | +104.0% | -121.2% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling