+282.6%
WDAY vs VTR
+123.3%
+159.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.4% | -4.8% |
| 7D | -6.1% | -2.4% | -3.7% | -5.5% |
| 30D | +3.7% | -3.7% | +7.4% | +4.6% |
| 3M | +29.6% | +13.5% | +16.0% | +25.7% |
| 6M | +23.3% | +7.2% | +16.1% | +20.7% |
| YTD | -13.3% | +17.6% | -30.8% | -17.2% |
| 1Y | -19.6% | +35.4% | -55.0% | -26.2% |
| 3Y | -25.7% | +132.8% | -158.5% | -41.5% |
| 5Y | -31.6% | +88.7% | -120.2% | -43.9% |
| 10Y | +109.9% | +87.6% | +22.3% | +53.1% |
| All | +282.6% | +123.3% | +159.3% | +160.7% |
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