-12.1%
WDAY vs VST
-24.4%
+12.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.2% | +2.8% |
| 7D | +1.8% | +6.6% | -4.7% | +3.5% |
| 30D | +4.1% | -12.4% | +16.4% | +1.5% |
| 3M | -4.8% | -9.0% | +4.2% | -5.8% |
| 6M | +68.6% | -6.4% | +75.1% | +67.1% |
| YTD | -8.5% | -17.2% | +8.7% | -9.1% |
| 1Y | -12.1% | -22.0% | +9.9% | -13.2% |
| All | -12.1% | -24.4% | +12.3% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling