-30.4%
WDAY vs VST
+555.4%
-585.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -13.8% | +15.8% | +2.6% |
| 7D | -1.2% | -15.7% | +14.5% | -0.5% |
| 30D | +6.8% | -17.0% | +23.8% | +7.5% |
| 3M | +17.8% | -15.9% | +33.7% | +18.4% |
| 6M | +57.8% | -25.0% | +82.8% | +59.0% |
| YTD | -6.0% | -25.1% | +19.1% | -6.0% |
| 1Y | -13.5% | -34.9% | +21.3% | -12.1% |
| 3Y | -7.6% | +252.7% | -260.3% | -40.7% |
| All | -30.4% | +555.4% | -585.8% | -62.3% |
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