+112.2%
WDAY vs VWO
+117.1%
-4.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.2% |
| 7D | -5.2% | -1.8% | -3.4% | -3.8% |
| 30D | +5.9% | -0.1% | +6.0% | +5.9% |
| 3M | +42.3% | +2.2% | +40.0% | +38.5% |
| 6M | +34.7% | +8.8% | +26.0% | +22.7% |
| YTD | -13.5% | +12.4% | -25.9% | -24.2% |
| 1Y | -18.1% | +15.6% | -33.7% | -30.1% |
| 3Y | -26.4% | +62.5% | -88.9% | -54.9% |
| 5Y | -30.6% | +34.3% | -64.9% | -49.2% |
| All | +112.2% | +117.1% | -4.9% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 10y: compounded portfolio wealth divided by compounded VWO 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…
10y analysis · Full analysis span regression · 6 months rolling