-26.2%
WDAY vs VTV
+67.6%
-93.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | -7.4% | -0.7% | -6.7% | -6.9% |
| 30D | +1.0% | -0.5% | +1.5% | +1.5% |
| 3M | +32.7% | +5.3% | +27.4% | +27.8% |
| 6M | +25.6% | +12.9% | +12.7% | +13.7% |
| YTD | -13.4% | +18.5% | -31.8% | -25.5% |
| 1Y | -19.4% | +25.3% | -44.6% | -34.5% |
| All | -26.2% | +67.6% | -93.8% | -55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling