+130.1%
WDAY vs VUG
+390.7%
-260.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | +0.1% |
| 7D | -4.6% | -1.2% | -3.4% | -3.8% |
| 30D | +1.2% | -8.9% | +10.1% | +10.7% |
| 3M | +2.6% | -5.9% | +8.5% | +8.4% |
| 6M | +47.8% | -3.3% | +51.0% | +50.0% |
| YTD | -12.1% | +3.4% | -15.5% | -17.5% |
| 1Y | -17.1% | +1.9% | -19.0% | -21.1% |
| 3Y | -17.9% | +76.9% | -94.8% | -59.8% |
| 5Y | -35.1% | +63.9% | -99.0% | -64.9% |
| 10Y | +130.1% | +396.2% | -266.1% | -74.2% |
| All | +130.1% | +390.7% | -260.5% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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