+112.2%
WDAY vs VTEB
+17.9%
+94.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | 0.0% |
| 7D | -5.2% | -0.9% | -4.2% | -4.3% |
| 30D | +5.9% | -2.5% | +8.4% | +8.6% |
| 3M | +42.3% | -3.0% | +45.2% | +46.5% |
| 6M | +34.7% | -2.1% | +36.8% | +37.6% |
| YTD | -13.5% | -1.5% | -12.1% | -12.3% |
| 1Y | -18.1% | +0.2% | -18.2% | -18.2% |
| 3Y | -26.4% | +8.6% | -34.9% | -32.2% |
| 5Y | -30.6% | +1.2% | -31.8% | -32.9% |
| All | +112.2% | +17.9% | +94.3% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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