+128.3%
WDAY vs VSH
+122.0%
+6.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.0% |
| 7D | -4.6% | -1.6% | -3.0% | -4.8% |
| 30D | +1.2% | -21.3% | +22.5% | +5.2% |
| 3M | +2.6% | -18.9% | +21.5% | +4.7% |
| 6M | +47.8% | -21.4% | +69.2% | +40.1% |
| YTD | -12.1% | +86.8% | -98.9% | -39.9% |
| 1Y | -17.1% | +85.8% | -102.9% | -43.4% |
| 3Y | -17.9% | +30.1% | -48.0% | -40.5% |
| 5Y | -35.1% | +42.8% | -77.9% | -55.8% |
| All | +128.3% | +122.0% | +6.3% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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