+131.0%
WDAY vs VT
+224.4%
-93.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | -0.1% |
| 7D | -5.3% | -0.7% | -4.6% | -4.8% |
| 30D | +1.5% | -1.7% | +3.3% | +3.2% |
| 3M | +5.5% | -2.3% | +7.8% | +7.8% |
| 6M | +57.4% | +1.5% | +55.9% | +52.1% |
| YTD | -11.0% | +12.0% | -23.0% | -24.8% |
| 1Y | -15.8% | +12.9% | -28.7% | -29.5% |
| 3Y | -16.9% | +74.9% | -91.8% | -60.2% |
| 5Y | -35.3% | +59.9% | -95.2% | -64.7% |
| 10Y | +131.0% | +224.6% | -93.6% | -54.4% |
| All | +131.0% | +224.4% | -93.3% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling