+112.2%
WDAY vs VTRS
-48.4%
+160.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -5.2% | -2.2% | -3.0% | -4.7% |
| 30D | +5.9% | +3.3% | +2.6% | +5.1% |
| 3M | +42.3% | +2.0% | +40.3% | +41.6% |
| 6M | +34.7% | +19.9% | +14.8% | +29.1% |
| YTD | -13.5% | +35.7% | -49.3% | -20.0% |
| 1Y | -18.1% | +68.1% | -86.2% | -28.0% |
| 3Y | -26.4% | +87.1% | -113.5% | -38.2% |
| 5Y | -30.6% | +47.6% | -78.2% | -40.2% |
| All | +112.2% | -48.4% | +160.6% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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