+287.9%
WDAY vs VSAT
+88.0%
+199.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -4.6% | -0.5% | -4.1% | -4.9% |
| 30D | +1.2% | +4.0% | -2.7% | 0.0% |
| 3M | +2.6% | -11.8% | +14.3% | +2.8% |
| 6M | +47.8% | +6.9% | +40.8% | +41.1% |
| YTD | -12.1% | +117.2% | -129.3% | -26.2% |
| 1Y | -17.1% | +102.4% | -119.6% | -30.0% |
| 3Y | -17.9% | +295.5% | -313.3% | -45.6% |
| 5Y | -35.1% | +37.0% | -72.1% | -49.1% |
| 10Y | +130.1% | -6.0% | +136.2% | +83.8% |
| All | +287.9% | +88.0% | +199.9% | +183.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling