-30.6%
WDAY vs VTR
+87.5%
-118.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -5.2% | -0.3% | -4.8% | -5.1% |
| 30D | +5.9% | +1.1% | +4.8% | +5.7% |
| 3M | +42.3% | +7.9% | +34.4% | +40.4% |
| 6M | +34.7% | +6.2% | +28.6% | +32.8% |
| YTD | -13.5% | +17.7% | -31.3% | -17.1% |
| 1Y | -18.1% | +32.9% | -51.0% | -24.2% |
| 3Y | -26.4% | +129.7% | -156.1% | -43.5% |
| All | -30.6% | +87.5% | -118.2% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling