-31.6%
WDAY vs VSH
+65.5%
-97.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.8% | -4.7% |
| 7D | -6.1% | +6.2% | -12.3% | -6.8% |
| 30D | +3.7% | -11.1% | +14.8% | +4.9% |
| 3M | +29.6% | -44.9% | +74.5% | +38.7% |
| 6M | +23.3% | +90.0% | -66.6% | -4.2% |
| YTD | -13.3% | +118.8% | -132.1% | -36.6% |
| 1Y | -19.6% | +109.0% | -128.6% | -40.9% |
| 3Y | -25.7% | +35.6% | -61.3% | -39.1% |
| 5Y | -31.6% | +66.7% | -98.3% | -52.5% |
| All | -31.6% | +65.5% | -97.1% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling