-25.7%
WDAY vs VMC
+22.8%
-48.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.2% | -4.4% |
| 7D | -6.1% | -0.5% | -5.6% | -6.0% |
| 30D | +3.7% | -9.1% | +12.8% | +6.4% |
| 3M | +29.6% | -4.1% | +33.7% | +30.8% |
| 6M | +23.3% | -5.5% | +28.9% | +24.1% |
| YTD | -13.3% | -8.9% | -4.4% | -12.7% |
| 1Y | -19.6% | -12.9% | -6.7% | -17.7% |
| 3Y | -25.7% | +22.1% | -47.8% | -35.7% |
| All | -25.7% | +22.8% | -48.5% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling