+282.6%
WDAY vs VWO
+116.9%
+165.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.5% | -4.6% |
| 7D | -6.1% | +0.9% | -7.0% | -6.8% |
| 30D | +3.7% | +1.3% | +2.4% | +2.6% |
| 3M | +29.6% | +5.1% | +24.5% | +23.4% |
| 6M | +23.3% | +12.5% | +10.8% | +9.6% |
| YTD | -13.3% | +14.0% | -27.3% | -24.3% |
| 1Y | -19.6% | +19.7% | -39.4% | -32.9% |
| 3Y | -25.7% | +66.8% | -92.5% | -54.0% |
| 5Y | -31.6% | +36.2% | -67.8% | -49.4% |
| 10Y | +109.9% | +111.0% | -1.1% | +8.4% |
| All | +282.6% | +116.9% | +165.7% | +92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling