+292.6%
WDAY vs VXUS
+184.3%
+108.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.3% |
| 7D | -5.3% | -0.5% | -4.8% | -5.0% |
| 30D | +1.5% | -1.2% | +2.7% | +2.4% |
| 3M | +5.5% | -3.8% | +9.3% | +8.8% |
| 6M | +57.4% | -1.7% | +59.1% | +56.4% |
| YTD | -11.0% | +11.4% | -22.4% | -24.0% |
| 1Y | -15.8% | +13.3% | -29.1% | -29.4% |
| 3Y | -16.9% | +70.0% | -86.9% | -55.6% |
| 5Y | -35.3% | +48.1% | -83.3% | -59.4% |
| 10Y | +131.0% | +147.1% | -16.0% | -13.2% |
| All | +292.6% | +184.3% | +108.3% | +48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling