+119.3%
WDAY vs VST
+929.5%
-810.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -13.8% | +15.8% | +3.7% |
| 7D | -1.2% | -15.7% | +14.5% | +0.8% |
| 30D | +6.8% | -17.0% | +23.8% | +8.7% |
| 3M | +17.8% | -15.9% | +33.7% | +19.5% |
| 6M | +57.8% | -25.0% | +82.8% | +61.0% |
| YTD | -6.0% | -25.1% | +19.1% | -5.2% |
| 1Y | -13.5% | -34.9% | +21.3% | -10.8% |
| 3Y | -7.6% | +252.7% | -260.3% | -43.8% |
| 5Y | -30.5% | +582.3% | -612.8% | -65.8% |
| 10Y | +143.9% | +1,076.6% | -932.7% | +0.4% |
| All | +119.3% | +929.5% | -810.2% | -8.8% |
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