+144.0%
WDAY vs VMC
+125.2%
+18.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.3% |
| 7D | +1.8% | -1.3% | +3.1% | +2.3% |
| 30D | +4.1% | +15.5% | -11.4% | -1.9% |
| 3M | -4.8% | +0.6% | -5.4% | -5.5% |
| 6M | +68.6% | +2.1% | +66.6% | +65.7% |
| YTD | -8.5% | -1.6% | -7.0% | -10.2% |
| 1Y | -12.1% | -1.2% | -10.9% | -13.9% |
| 3Y | -13.2% | +35.3% | -48.5% | -26.7% |
| 5Y | -33.7% | +43.6% | -77.3% | -46.1% |
| All | +144.0% | +125.2% | +18.8% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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