+131.0%
WDAY vs VST
+1,169.0%
-1,038.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.0% |
| 7D | -5.3% | +10.9% | -16.2% | -6.7% |
| 30D | +1.5% | -15.6% | +17.2% | +3.3% |
| 3M | +5.5% | -7.8% | +13.2% | +5.5% |
| 6M | +57.4% | -12.0% | +69.4% | +56.8% |
| YTD | -11.0% | -16.9% | +5.9% | -11.5% |
| 1Y | -15.8% | -25.1% | +9.3% | -14.9% |
| 3Y | -16.9% | +297.1% | -313.9% | -50.6% |
| 5Y | -35.3% | +641.9% | -677.2% | -68.5% |
| 10Y | +131.0% | +1,142.3% | -1,011.3% | -7.5% |
| All | +131.0% | +1,169.0% | -1,038.0% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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