-26.6%
WDAY vs VTEB
+8.2%
-34.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | +0.2% |
| 7D | -10.5% | -1.2% | -9.3% | -9.4% |
| 30D | +2.1% | -2.9% | +5.0% | +5.2% |
| 3M | +34.6% | -3.2% | +37.8% | +39.0% |
| 6M | +29.9% | -2.6% | +32.5% | +33.5% |
| YTD | -13.8% | -1.8% | -12.0% | -12.1% |
| 1Y | -18.3% | +0.2% | -18.5% | -18.4% |
| All | -26.6% | +8.2% | -34.8% | -37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling