-19.4%
WDAY vs VUG
+13.3%
-32.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -7.4% | +0.1% | -7.5% | -7.4% |
| 30D | +1.0% | -1.7% | +2.7% | +1.8% |
| 3M | +32.7% | +2.8% | +29.9% | +32.0% |
| 6M | +25.6% | +13.6% | +12.0% | +19.7% |
| YTD | -13.4% | +8.1% | -21.4% | -14.0% |
| 1Y | -19.4% | +13.1% | -32.4% | -20.6% |
| All | -19.4% | +13.3% | -32.6% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling