+282.1%
WDAY vs VTRS
-13.9%
+296.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | 0.0% |
| 7D | -7.4% | -3.5% | -3.9% | -6.6% |
| 30D | +1.0% | +2.1% | -1.1% | +0.4% |
| 3M | +32.7% | +2.6% | +30.1% | +31.7% |
| 6M | +25.6% | +17.8% | +7.8% | +20.2% |
| YTD | -13.4% | +35.7% | -49.0% | -20.5% |
| 1Y | -19.4% | +63.5% | -82.9% | -29.6% |
| 3Y | -25.8% | +85.1% | -110.9% | -38.7% |
| 5Y | -31.1% | +42.5% | -73.6% | -40.9% |
| 10Y | +113.3% | -48.2% | +161.5% | +116.9% |
| All | +282.1% | -13.9% | +296.0% | +274.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling