-9.8%
WDAY vs VLTO
+56.3%
-66.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -4.6% | +1.6% | -6.2% | -5.2% |
| 30D | +1.2% | +22.0% | -20.7% | -7.3% |
| 3M | +2.6% | +21.9% | -19.3% | -6.0% |
| 6M | +47.8% | +36.5% | +11.3% | +30.4% |
| YTD | -12.1% | +19.0% | -31.0% | -19.0% |
| 1Y | -17.1% | +21.0% | -38.1% | -24.1% |
| 3Y | -17.9% | +69.9% | -87.8% | -31.0% |
| All | -9.8% | +56.3% | -66.1% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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