+112.2%
WDAY vs VTV
+234.5%
-122.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.4% |
| 7D | -5.2% | -1.1% | -4.1% | -4.1% |
| 30D | +5.9% | -1.0% | +7.0% | +7.1% |
| 3M | +42.3% | +4.6% | +37.6% | +36.3% |
| 6M | +34.7% | +13.5% | +21.2% | +18.5% |
| YTD | -13.5% | +18.5% | -32.0% | -27.3% |
| 1Y | -18.1% | +22.9% | -41.0% | -33.5% |
| 3Y | -26.4% | +67.8% | -94.2% | -56.0% |
| 5Y | -30.6% | +81.8% | -112.4% | -61.0% |
| All | +112.2% | +234.5% | -122.3% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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