+302.1%
WDAY vs VO
+404.0%
-101.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.1% |
| 7D | -4.4% | -0.3% | -4.1% | -4.0% |
| 30D | +14.7% | -0.3% | +15.1% | +15.3% |
| 3M | +32.4% | +2.9% | +29.4% | +27.8% |
| 6M | +36.9% | +9.3% | +27.5% | +22.1% |
| YTD | -8.8% | +14.2% | -23.0% | -22.8% |
| 1Y | -15.3% | +15.3% | -30.5% | -29.0% |
| 3Y | -21.2% | +56.2% | -77.5% | -54.5% |
| 5Y | -29.5% | +42.4% | -71.9% | -53.7% |
| 10Y | +120.0% | +194.7% | -74.7% | -39.3% |
| All | +302.1% | +404.0% | -101.9% | -24.3% |
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