+113.6%
WDAY vs VO
+195.4%
-81.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.2% |
| 7D | -6.1% | +0.6% | -6.7% | -6.7% |
| 30D | +3.7% | -1.1% | +4.8% | +5.0% |
| 3M | +29.6% | +4.5% | +25.0% | +23.1% |
| 6M | +23.3% | +11.1% | +12.3% | +8.6% |
| YTD | -13.3% | +13.5% | -26.8% | -25.6% |
| 1Y | -19.6% | +14.5% | -34.1% | -31.7% |
| 3Y | -25.7% | +58.1% | -83.8% | -57.0% |
| 5Y | -31.6% | +43.3% | -74.8% | -54.8% |
| All | +113.6% | +195.4% | -81.8% | -41.6% |
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