-34.1%
WDAY vs VST
+561.4%
-595.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +10.6% | -14.2% | -4.1% |
| 7D | -2.5% | -9.8% | +7.3% | -2.1% |
| 30D | +4.7% | -25.1% | +29.8% | +6.1% |
| 3M | +13.3% | -11.6% | +24.9% | +13.5% |
| 6M | +57.3% | -20.9% | +78.2% | +57.9% |
| YTD | -10.2% | -22.3% | +12.1% | -10.3% |
| 1Y | -14.1% | -32.0% | +17.9% | -12.9% |
| 3Y | -11.7% | +262.4% | -274.1% | -43.5% |
| All | -34.1% | +561.4% | -595.5% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling