+303.5%
WDAY vs VTR
+122.3%
+181.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.9% | +3.2% |
| 7D | +1.8% | +0.2% | +1.6% | +1.8% |
| 30D | +4.1% | +5.5% | -1.4% | +2.7% |
| 3M | -4.8% | -0.9% | -3.9% | -4.7% |
| 6M | +68.6% | -0.4% | +69.0% | +68.2% |
| YTD | -8.5% | +17.0% | -25.6% | -12.7% |
| 1Y | -12.1% | +18.0% | -30.1% | -16.4% |
| 3Y | -13.2% | +127.4% | -140.6% | -31.2% |
| 5Y | -33.7% | +92.3% | -126.0% | -45.9% |
| 10Y | +137.4% | +129.6% | +7.9% | +65.4% |
| All | +303.5% | +122.3% | +181.2% | +174.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling