+136.8%
WDAY vs VMC
+126.5%
+10.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.3% |
| 7D | -4.8% | -1.7% | -3.1% | -4.2% |
| 30D | +2.5% | +15.3% | -12.8% | -3.4% |
| 3M | +8.8% | +0.3% | +8.5% | +8.1% |
| 6M | +60.7% | +0.9% | +59.8% | +58.7% |
| YTD | -11.2% | -1.0% | -10.2% | -13.0% |
| 1Y | -15.6% | -4.3% | -11.3% | -16.2% |
| 3Y | -17.1% | +35.3% | -52.4% | -30.0% |
| 5Y | -35.7% | +44.4% | -80.1% | -47.8% |
| All | +136.8% | +126.5% | +10.3% | +43.6% |
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