+144.0%
WDAY vs VXUS
+146.4%
-2.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.1% | +3.1% |
| 7D | +1.8% | +2.1% | -0.3% | -0.2% |
| 30D | +4.1% | -1.1% | +5.2% | +4.9% |
| 3M | -4.8% | -5.6% | +0.8% | -0.1% |
| 6M | +68.6% | -2.3% | +70.9% | +68.4% |
| YTD | -8.5% | +10.4% | -18.9% | -21.4% |
| 1Y | -12.1% | +13.1% | -25.2% | -26.5% |
| 3Y | -13.2% | +68.0% | -81.2% | -54.1% |
| 5Y | -33.7% | +45.8% | -79.6% | -58.6% |
| All | +144.0% | +146.4% | -2.4% | -20.9% |
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