+287.9%
WDAY vs VMC
+580.0%
-292.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | -4.6% | +1.1% | -5.7% | -5.1% |
| 30D | +1.2% | +17.7% | -16.5% | -5.3% |
| 3M | +2.6% | +1.1% | +1.5% | +1.7% |
| 6M | +47.8% | +1.8% | +45.9% | +45.4% |
| YTD | -12.1% | +1.5% | -13.6% | -14.6% |
| 1Y | -17.1% | -1.1% | -16.0% | -18.7% |
| 3Y | -17.9% | +38.8% | -56.6% | -30.9% |
| 5Y | -35.1% | +49.6% | -84.6% | -47.5% |
| 10Y | +130.1% | +130.6% | -0.5% | +45.8% |
| All | +287.9% | +580.0% | -292.1% | +70.5% |
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