-19.4%
WDAY vs VLO
+150.4%
-169.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.4% |
| 7D | -7.4% | +6.2% | -13.6% | -8.5% |
| 30D | +1.0% | +23.5% | -22.5% | -3.0% |
| 3M | +32.7% | +53.9% | -21.2% | +21.7% |
| 6M | +25.6% | +81.7% | -56.1% | +12.7% |
| YTD | -13.4% | +142.5% | -155.8% | -25.2% |
| 1Y | -19.4% | +145.4% | -164.8% | -30.6% |
| All | -19.4% | +150.4% | -169.8% | -30.6% |
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 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