-26.6%
WDAY vs VWO
+61.8%
-88.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.1% |
| 7D | -10.5% | -1.7% | -8.8% | -10.1% |
| 30D | +2.1% | -0.3% | +2.4% | +2.2% |
| 3M | +34.6% | +4.0% | +30.7% | +32.5% |
| 6M | +29.9% | +8.1% | +21.8% | +25.0% |
| YTD | -13.8% | +11.6% | -25.5% | -19.2% |
| 1Y | -18.3% | +16.2% | -34.5% | -25.4% |
| All | -26.6% | +61.8% | -88.4% | -47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling