-35.2%
WDAY vs VT
+57.4%
-92.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -4.2% |
| 7D | -4.0% | +0.4% | -4.4% | -4.6% |
| 30D | +1.9% | -2.6% | +4.5% | +4.5% |
| 3M | +5.9% | -3.2% | +9.1% | +9.3% |
| 6M | +48.8% | +0.9% | +47.9% | +44.9% |
| YTD | -11.4% | +11.3% | -22.7% | -24.5% |
| 1Y | -15.5% | +14.0% | -29.5% | -30.3% |
| 3Y | -15.6% | +75.8% | -91.5% | -62.3% |
| 5Y | -35.2% | +57.8% | -93.0% | -66.3% |
| All | -35.2% | +57.4% | -92.6% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling