+112.2%
WDAY vs VNQ
+64.0%
+48.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.2% |
| 7D | -5.2% | -1.3% | -3.9% | -4.3% |
| 30D | +5.9% | -2.6% | +8.5% | +8.1% |
| 3M | +42.3% | -2.0% | +44.3% | +45.0% |
| 6M | +34.7% | +4.3% | +30.4% | +30.2% |
| YTD | -13.5% | +9.2% | -22.8% | -19.3% |
| 1Y | -18.1% | +5.6% | -23.7% | -21.7% |
| 3Y | -26.4% | +30.8% | -57.2% | -41.0% |
| 5Y | -30.6% | +8.0% | -38.6% | -35.7% |
| All | +112.2% | +64.0% | +48.2% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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