-31.6%
WDAY vs VUG
+76.0%
-107.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.5% |
| 7D | -6.1% | +0.9% | -7.0% | -6.8% |
| 30D | +3.7% | -1.4% | +5.1% | +5.3% |
| 3M | +29.6% | +2.3% | +27.2% | +26.0% |
| 6M | +23.3% | +15.7% | +7.7% | +5.7% |
| YTD | -13.3% | +8.6% | -21.9% | -20.8% |
| 1Y | -19.6% | +14.1% | -33.7% | -30.4% |
| 3Y | -25.7% | +87.9% | -113.6% | -63.6% |
| 5Y | -31.6% | +76.3% | -107.9% | -65.1% |
| All | -31.6% | +76.0% | -107.6% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling