+109.9%
WDAY vs VXUS
+145.9%
-36.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.5% |
| 7D | -6.1% | +1.6% | -7.7% | -7.5% |
| 30D | +3.7% | +1.0% | +2.7% | +2.7% |
| 3M | +29.6% | +5.7% | +23.9% | +21.3% |
| 6M | +23.3% | +13.6% | +9.8% | +5.2% |
| YTD | -13.3% | +17.4% | -30.7% | -29.4% |
| 1Y | -19.6% | +25.1% | -44.7% | -39.1% |
| 3Y | -25.7% | +75.8% | -101.5% | -62.1% |
| 5Y | -31.6% | +55.4% | -86.9% | -59.6% |
| 10Y | +109.9% | +146.4% | -36.5% | -28.7% |
| All | +109.9% | +145.9% | -36.0% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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