+302.1%
WDAY vs VUG
+745.2%
-443.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -4.8% |
| 7D | -4.4% | -0.1% | -4.3% | -4.2% |
| 30D | +14.7% | -0.3% | +15.1% | +15.4% |
| 3M | +32.4% | -0.7% | +33.1% | +32.1% |
| 6M | +36.9% | +14.6% | +22.3% | +15.1% |
| YTD | -8.8% | +9.0% | -17.9% | -18.7% |
| 1Y | -15.3% | +14.9% | -30.2% | -29.2% |
| 3Y | -21.2% | +86.0% | -107.3% | -64.2% |
| 5Y | -29.5% | +76.7% | -106.2% | -65.6% |
| 10Y | +120.0% | +411.3% | -291.3% | -73.1% |
| All | +302.1% | +745.2% | -443.1% | -67.5% |
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