-15.5%
WDAY vs VLTO
+71.3%
-86.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -5.3% | +1.5% | -6.8% | -5.9% |
| 30D | +1.5% | +20.9% | -19.4% | -7.1% |
| 3M | +5.5% | +21.4% | -15.9% | -3.6% |
| 6M | +57.4% | +37.6% | +19.9% | +37.6% |
| YTD | -11.0% | +19.5% | -30.5% | -18.6% |
| 1Y | -15.8% | +22.0% | -37.8% | -23.5% |
| All | -15.5% | +71.3% | -86.9% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling