+296.2%
WDAY vs VO
+388.0%
-91.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | -2.5% | -2.6% | +0.1% | +0.3% |
| 30D | +4.7% | -0.9% | +5.6% | +5.6% |
| 3M | +13.3% | -3.0% | +16.3% | +17.2% |
| 6M | +57.3% | +2.2% | +55.1% | +52.3% |
| YTD | -10.2% | +10.6% | -20.8% | -21.2% |
| 1Y | -14.1% | +12.5% | -26.6% | -26.2% |
| 3Y | -11.7% | +61.4% | -73.1% | -51.1% |
| 5Y | -33.5% | +33.4% | -66.9% | -52.9% |
| 10Y | +133.1% | +201.5% | -68.5% | -38.0% |
| All | +296.2% | +388.0% | -91.8% | -22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling