+112.2%
WDAY vs VYM
+209.2%
-97.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | -0.3% |
| 7D | -5.2% | -0.8% | -4.4% | -4.4% |
| 30D | +5.9% | -2.2% | +8.2% | +8.3% |
| 3M | +42.3% | +3.1% | +39.2% | +38.5% |
| 6M | +34.7% | +9.7% | +25.0% | +22.9% |
| YTD | -13.5% | +14.9% | -28.4% | -24.8% |
| 1Y | -18.1% | +17.6% | -35.6% | -30.3% |
| 3Y | -26.4% | +65.3% | -91.7% | -55.1% |
| 5Y | -30.6% | +78.7% | -109.3% | -60.1% |
| All | +112.2% | +209.2% | -97.0% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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