-35.2%
WDAY vs VST
+632.2%
-667.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.3% | -8.7% | -1.7% |
| 7D | -4.0% | -0.5% | -3.5% | -4.1% |
| 30D | +1.9% | -17.1% | +19.0% | +2.8% |
| 3M | +5.9% | -4.6% | +10.5% | +5.7% |
| 6M | +48.8% | -9.1% | +57.9% | +47.8% |
| YTD | -11.4% | -16.6% | +5.2% | -11.8% |
| 1Y | -15.5% | -29.5% | +14.0% | -14.3% |
| 3Y | -15.6% | +297.5% | -313.2% | -46.7% |
| 5Y | -35.2% | +654.5% | -689.7% | -65.3% |
| All | -35.2% | +632.2% | -667.4% | -65.3% |
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