-28.6%
WDAY vs VST
+761.6%
-790.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.5% | -8.9% | -5.6% |
| 7D | -4.4% | +8.9% | -13.3% | -4.9% |
| 30D | +14.7% | +6.2% | +8.5% | +14.2% |
| 3M | +32.4% | -2.7% | +35.1% | +31.9% |
| 6M | +36.9% | -8.4% | +45.2% | +36.6% |
| YTD | -8.8% | -7.2% | -1.6% | -9.5% |
| 1Y | -15.3% | -20.9% | +5.6% | -14.7% |
| 3Y | -21.2% | +384.0% | -405.2% | -50.9% |
| All | -28.6% | +761.6% | -790.2% | -62.6% |
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