-26.6%
WDAY vs VYM
+64.0%
-90.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | -10.5% | -1.9% | -8.7% | -9.2% |
| 30D | +2.1% | -2.6% | +4.7% | +4.3% |
| 3M | +34.6% | +3.6% | +31.1% | +31.2% |
| 6M | +29.9% | +8.7% | +21.2% | +21.1% |
| YTD | -13.8% | +14.1% | -27.9% | -23.5% |
| 1Y | -18.3% | +17.8% | -36.1% | -29.7% |
| All | -26.6% | +64.0% | -90.6% | -53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling