+144.0%
WDAY vs VO
+197.6%
-53.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +1.8% | +3.1% | -1.3% | -1.7% |
| 30D | +4.1% | +2.2% | +1.9% | +1.3% |
| 3M | -4.8% | -2.5% | -2.3% | -2.5% |
| 6M | +68.6% | +7.0% | +61.7% | +55.4% |
| YTD | -8.5% | +14.0% | -22.5% | -22.2% |
| 1Y | -12.1% | +15.6% | -27.7% | -26.5% |
| 3Y | -13.2% | +66.2% | -79.4% | -52.7% |
| 5Y | -33.7% | +36.6% | -70.4% | -54.0% |
| All | +144.0% | +197.6% | -53.6% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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