+111.5%
WDAY vs VTR
+100.2%
+11.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.8% |
| 7D | -10.5% | -1.8% | -8.7% | -10.1% |
| 30D | +2.1% | +4.0% | -1.9% | +1.2% |
| 3M | +34.6% | +7.8% | +26.8% | +32.3% |
| 6M | +29.9% | +6.4% | +23.5% | +27.4% |
| YTD | -13.8% | +18.3% | -32.1% | -18.0% |
| 1Y | -18.3% | +33.9% | -52.2% | -24.9% |
| 3Y | -26.2% | +134.3% | -160.5% | -42.4% |
| 5Y | -30.8% | +90.3% | -121.1% | -43.8% |
| All | +111.5% | +100.2% | +11.3% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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