-25.7%
WDAY vs VLO
+200.7%
-226.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.3% | -8.1% | -5.5% |
| 7D | -6.1% | +5.8% | -11.9% | -7.1% |
| 30D | +3.7% | +28.3% | -24.6% | -1.0% |
| 3M | +29.6% | +48.7% | -19.2% | +20.1% |
| 6M | +23.3% | +71.9% | -48.6% | +11.3% |
| YTD | -13.3% | +138.7% | -151.9% | -26.2% |
| 1Y | -19.6% | +148.5% | -168.1% | -32.3% |
| 3Y | -25.7% | +192.7% | -218.3% | -41.6% |
| All | -25.7% | +200.7% | -226.3% | -41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling