+302.1%
WDAY vs VTV
+442.8%
-140.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.1% | -5.1% |
| 7D | -4.4% | +0.5% | -4.9% | -4.8% |
| 30D | +14.7% | +1.1% | +13.6% | +13.6% |
| 3M | +32.4% | +5.9% | +26.5% | +24.9% |
| 6M | +36.9% | +11.6% | +25.2% | +21.5% |
| YTD | -8.8% | +19.8% | -28.7% | -24.9% |
| 1Y | -15.3% | +26.2% | -41.5% | -33.9% |
| 3Y | -21.2% | +68.5% | -89.7% | -54.4% |
| 5Y | -29.5% | +79.9% | -109.4% | -61.3% |
| 10Y | +120.0% | +229.7% | -109.6% | -38.5% |
| All | +302.1% | +442.8% | -140.7% | -18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling