-26.6%
WDAY vs VTRS
+83.1%
-109.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -10.5% | -3.3% | -7.2% | -10.0% |
| 30D | +2.1% | +1.4% | +0.7% | +1.8% |
| 3M | +34.6% | +4.6% | +30.0% | +33.6% |
| 6M | +29.9% | +18.1% | +11.8% | +26.4% |
| YTD | -13.8% | +34.7% | -48.5% | -19.0% |
| 1Y | -18.3% | +65.6% | -83.9% | -26.7% |
| All | -26.6% | +83.1% | -109.7% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling