+302.1%
WDAY vs VSH
+356.6%
-54.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +4.4% | -9.8% | -6.5% |
| 7D | -4.4% | +4.1% | -8.4% | -5.5% |
| 30D | +14.7% | -4.2% | +18.9% | +15.3% |
| 3M | +32.4% | -50.0% | +82.3% | +53.7% |
| 6M | +36.9% | +80.2% | -43.3% | -0.5% |
| YTD | -8.8% | +121.1% | -129.9% | -39.6% |
| 1Y | -15.3% | +112.0% | -127.3% | -43.7% |
| 3Y | -21.2% | +22.5% | -43.7% | -39.1% |
| 5Y | -29.5% | +64.0% | -93.6% | -52.9% |
| 10Y | +120.0% | +170.4% | -50.3% | +8.7% |
| All | +302.1% | +356.6% | -54.4% | +72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling