-8.9%
WDAY vs VLTO
+55.4%
-64.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.2% |
| 7D | -4.8% | +0.8% | -5.6% | -5.1% |
| 30D | +2.5% | +18.7% | -16.2% | -5.0% |
| 3M | +8.8% | +21.7% | -12.9% | -0.2% |
| 6M | +60.7% | +35.8% | +24.9% | +42.2% |
| YTD | -11.2% | +18.3% | -29.5% | -18.0% |
| 1Y | -15.6% | +20.9% | -36.5% | -22.6% |
| 3Y | -17.1% | +68.8% | -86.0% | -30.2% |
| All | -8.9% | +55.4% | -64.3% | -21.0% |
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