-30.9%
WDAY vs VWO
+33.1%
-64.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.5% |
| 7D | -10.5% | -1.7% | -8.8% | -9.6% |
| 30D | +2.1% | -0.3% | +2.4% | +2.2% |
| 3M | +34.6% | +4.0% | +30.7% | +30.0% |
| 6M | +29.9% | +8.1% | +21.8% | +20.5% |
| YTD | -13.8% | +11.6% | -25.5% | -22.9% |
| 1Y | -18.3% | +16.2% | -34.5% | -29.6% |
| 3Y | -26.2% | +63.3% | -89.4% | -54.9% |
| All | -30.9% | +33.1% | -64.0% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling