+302.1%
WDAY vs VMC
+520.5%
-218.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.7% |
| 7D | -4.4% | -4.3% | 0.0% | -2.8% |
| 30D | +14.7% | -8.2% | +23.0% | +18.5% |
| 3M | +32.4% | -7.0% | +39.4% | +35.6% |
| 6M | +36.9% | -10.8% | +47.6% | +41.4% |
| YTD | -8.8% | -7.4% | -1.5% | -7.9% |
| 1Y | -15.3% | -9.5% | -5.8% | -13.8% |
| 3Y | -21.2% | +20.5% | -41.7% | -29.8% |
| 5Y | -29.5% | +51.6% | -81.1% | -43.0% |
| 10Y | +120.0% | +150.0% | -30.0% | +34.5% |
| All | +302.1% | +520.5% | -218.3% | +83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling