+282.1%
WDAY vs VNQ
+152.4%
+129.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.6% |
| 7D | -7.4% | -0.9% | -6.5% | -6.8% |
| 30D | +1.0% | -2.2% | +3.2% | +2.8% |
| 3M | +32.7% | -1.9% | +34.6% | +35.1% |
| 6M | +25.6% | +3.2% | +22.3% | +22.4% |
| YTD | -13.4% | +9.4% | -22.8% | -19.2% |
| 1Y | -19.4% | +7.5% | -26.9% | -23.9% |
| 3Y | -25.8% | +31.1% | -56.8% | -40.4% |
| 5Y | -31.1% | +6.6% | -37.6% | -35.5% |
| 10Y | +113.3% | +63.9% | +49.4% | +46.5% |
| All | +282.1% | +152.4% | +129.7% | +106.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling