+112.7%
WDAY vs VST
+1,175.7%
-1,063.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.5% | -8.9% | -5.9% |
| 7D | -4.4% | +8.9% | -13.3% | -5.5% |
| 30D | +14.7% | +6.2% | +8.5% | +13.7% |
| 3M | +32.4% | -2.7% | +35.1% | +31.6% |
| 6M | +36.9% | -8.4% | +45.2% | +36.3% |
| YTD | -8.8% | -7.2% | -1.6% | -9.9% |
| 1Y | -15.3% | -20.9% | +5.6% | -14.6% |
| 3Y | -21.2% | +384.0% | -405.2% | -54.5% |
| 5Y | -29.5% | +757.1% | -786.6% | -66.2% |
| All | +112.7% | +1,175.7% | -1,063.0% | -13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling