+290.7%
WDAY vs VUG
+707.8%
-417.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -4.4% |
| 7D | -4.0% | +0.5% | -4.5% | -5.0% |
| 30D | +1.9% | -8.2% | +10.1% | +11.0% |
| 3M | +5.9% | -5.4% | +11.3% | +11.6% |
| 6M | +48.8% | -2.5% | +51.3% | +49.8% |
| YTD | -11.4% | +4.2% | -15.6% | -17.9% |
| 1Y | -15.5% | +5.0% | -20.6% | -22.6% |
| 3Y | -15.6% | +81.7% | -97.4% | -61.1% |
| 5Y | -35.2% | +62.5% | -97.7% | -65.5% |
| 10Y | +123.9% | +396.3% | -272.5% | -72.2% |
| All | +290.7% | +707.8% | -417.2% | -67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling