+117.3%
WDAY vs VT
+224.5%
-107.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | -4.4% | +0.4% | -4.8% | -4.8% |
| 30D | +14.7% | +1.0% | +13.8% | +13.6% |
| 3M | +32.4% | +2.4% | +30.0% | +27.7% |
| 6M | +36.9% | +12.0% | +24.9% | +17.0% |
| YTD | -8.8% | +15.3% | -24.2% | -25.1% |
| 1Y | -15.3% | +22.6% | -37.9% | -35.6% |
| 3Y | -21.2% | +74.7% | -95.9% | -61.9% |
| 5Y | -29.5% | +66.1% | -95.6% | -63.0% |
| All | +117.3% | +224.5% | -107.2% | -52.3% |
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