-31.1%
WDAY vs VSAT
+45.0%
-76.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.9% | +6.8% | +0.3% |
| 7D | -7.4% | +3.5% | -10.9% | -7.6% |
| 30D | +1.0% | -14.7% | +15.7% | +1.7% |
| 3M | +32.7% | +13.2% | +19.5% | +30.2% |
| 6M | +25.6% | +57.4% | -31.8% | +18.9% |
| YTD | -13.4% | +110.0% | -123.4% | -20.6% |
| 1Y | -19.4% | +134.4% | -153.8% | -27.2% |
| 3Y | -25.8% | +203.5% | -229.3% | -38.2% |
| 5Y | -31.1% | +47.1% | -78.2% | -43.1% |
| All | -31.1% | +45.0% | -76.0% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling