+292.6%
WDAY vs VO
+407.5%
-114.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | -0.2% |
| 7D | -5.3% | +0.2% | -5.5% | -5.8% |
| 30D | +1.5% | +2.0% | -0.5% | -1.0% |
| 3M | +5.5% | -0.3% | +5.7% | +5.5% |
| 6M | +57.4% | +7.3% | +50.2% | +44.2% |
| YTD | -11.0% | +15.0% | -26.0% | -25.5% |
| 1Y | -15.8% | +14.7% | -30.5% | -29.3% |
| 3Y | -16.9% | +67.3% | -84.2% | -55.9% |
| 5Y | -35.3% | +38.8% | -74.1% | -56.3% |
| 10Y | +131.0% | +201.6% | -70.5% | -38.2% |
| All | +292.6% | +407.5% | -114.9% | -26.9% |
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