-30.4%
WDAY vs VT
+59.7%
-90.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +0.1% |
| 7D | -1.2% | -0.3% | -0.9% | -0.9% |
| 30D | +6.8% | -1.4% | +8.3% | +8.4% |
| 3M | +17.8% | -1.4% | +19.2% | +19.5% |
| 6M | +57.8% | +5.5% | +52.4% | +46.0% |
| YTD | -6.0% | +12.8% | -18.9% | -20.9% |
| 1Y | -13.5% | +15.4% | -29.0% | -29.4% |
| 3Y | -7.6% | +76.9% | -84.5% | -58.7% |
| All | -30.4% | +59.7% | -90.1% | -64.4% |
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 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