+314.5%
WDAY vs VT
+346.1%
-31.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | 0.0% |
| 7D | -1.2% | -0.3% | -0.9% | -0.9% |
| 30D | +6.8% | -1.4% | +8.3% | +8.5% |
| 3M | +17.8% | -1.4% | +19.2% | +19.6% |
| 6M | +57.8% | +5.5% | +52.4% | +45.6% |
| YTD | -6.0% | +12.8% | -18.9% | -21.1% |
| 1Y | -13.5% | +15.4% | -29.0% | -29.5% |
| 3Y | -7.6% | +76.9% | -84.5% | -56.3% |
| 5Y | -30.5% | +60.4% | -90.9% | -62.0% |
| 10Y | +143.9% | +232.8% | -88.9% | -44.4% |
| All | +314.5% | +346.1% | -31.6% | -17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling