+164.3%
WDAY vs VTEB
+25.1%
+139.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | +0.1% |
| 7D | -10.5% | -1.2% | -9.3% | -9.7% |
| 30D | +2.1% | -2.9% | +5.0% | +4.6% |
| 3M | +34.6% | -3.2% | +37.8% | +38.3% |
| 6M | +29.9% | -2.6% | +32.5% | +32.8% |
| YTD | -13.8% | -1.8% | -12.0% | -12.5% |
| 1Y | -18.3% | +0.2% | -18.5% | -18.4% |
| 3Y | -26.2% | +8.2% | -34.4% | -30.9% |
| 5Y | -30.8% | +0.8% | -31.7% | -32.9% |
| 10Y | +112.2% | +17.7% | +94.6% | +128.7% |
| All | +164.3% | +25.1% | +139.3% | +261.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling