-25.7%
WDAY vs VUG
+88.1%
-113.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.6% |
| 7D | -6.1% | +0.9% | -7.0% | -6.6% |
| 30D | +3.7% | -1.4% | +5.1% | +4.8% |
| 3M | +29.6% | +2.3% | +27.2% | +27.3% |
| 6M | +23.3% | +15.7% | +7.7% | +10.6% |
| YTD | -13.3% | +8.6% | -21.9% | -18.3% |
| 1Y | -19.6% | +14.1% | -33.7% | -27.2% |
| 3Y | -25.7% | +87.9% | -113.6% | -55.1% |
| All | -25.7% | +88.1% | -113.7% | -55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling