+125.4%
WDAY vs VST
+1,112.0%
-986.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +10.6% | -14.2% | -5.0% |
| 7D | -2.5% | -9.8% | +7.3% | -1.5% |
| 30D | +4.7% | -25.1% | +29.8% | +8.1% |
| 3M | +13.3% | -11.6% | +24.9% | +14.0% |
| 6M | +57.3% | -20.9% | +78.2% | +59.1% |
| YTD | -10.2% | -22.3% | +12.1% | -10.0% |
| 1Y | -14.1% | -32.0% | +17.9% | -12.0% |
| 3Y | -11.7% | +262.4% | -274.1% | -46.6% |
| 5Y | -33.5% | +563.4% | -596.8% | -66.9% |
| All | +125.4% | +1,112.0% | -986.7% | -10.1% |
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