+290.7%
WDAY vs VLO
+2,105.5%
-1,814.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -2.0% |
| 7D | -4.0% | -6.5% | +2.5% | -2.7% |
| 30D | +1.9% | -17.8% | +19.7% | +6.0% |
| 3M | +5.9% | +19.6% | -13.7% | +1.1% |
| 6M | +48.8% | +49.3% | -0.5% | +34.8% |
| YTD | -11.4% | +122.4% | -133.8% | -27.1% |
| 1Y | -15.5% | +107.4% | -123.0% | -29.4% |
| 3Y | -15.6% | +223.1% | -238.7% | -37.6% |
| 5Y | -35.2% | +432.2% | -467.4% | -59.3% |
| 10Y | +123.9% | +743.6% | -619.8% | +13.1% |
| All | +290.7% | +2,105.5% | -1,814.9% | +65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling