-30.8%
WDAY vs VTV
+78.5%
-109.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | +0.2% |
| 7D | -10.5% | -2.1% | -8.5% | -8.6% |
| 30D | +2.1% | -1.3% | +3.4% | +3.6% |
| 3M | +34.6% | +5.6% | +29.0% | +27.1% |
| 6M | +29.9% | +12.4% | +17.5% | +13.9% |
| YTD | -13.8% | +17.6% | -31.5% | -28.6% |
| 1Y | -18.3% | +23.5% | -41.8% | -36.1% |
| 3Y | -26.2% | +67.0% | -93.2% | -60.3% |
| 5Y | -30.8% | +80.5% | -111.4% | -65.1% |
| All | -30.8% | +78.5% | -109.3% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling