+111.5%
WDAY vs VSAT
+3.1%
+108.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.8% |
| 7D | -10.5% | +3.4% | -14.0% | -11.0% |
| 30D | +2.1% | -12.2% | +14.3% | +3.2% |
| 3M | +34.6% | +20.6% | +14.0% | +29.3% |
| 6M | +29.9% | +60.2% | -30.3% | +18.4% |
| YTD | -13.8% | +115.3% | -129.1% | -25.5% |
| 1Y | -18.3% | +154.6% | -172.8% | -31.6% |
| 3Y | -26.2% | +211.2% | -237.3% | -45.9% |
| 5Y | -30.8% | +52.7% | -83.5% | -45.4% |
| All | +111.5% | +3.1% | +108.4% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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