-25.7%
WDAY vs VSAT
+219.7%
-245.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.2% | -8.1% | -4.9% |
| 7D | -6.1% | +17.3% | -23.4% | -6.4% |
| 30D | +3.7% | -3.3% | +7.0% | +3.7% |
| 3M | +29.6% | +18.7% | +10.8% | +28.2% |
| 6M | +23.3% | +77.6% | -54.2% | +18.7% |
| YTD | -13.3% | +125.6% | -138.9% | -18.1% |
| 1Y | -19.6% | +158.3% | -177.9% | -24.9% |
| 3Y | -25.7% | +226.1% | -251.8% | -34.5% |
| All | -25.7% | +219.7% | -245.4% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling