-30.9%
WDAY vs VYM
+76.3%
-107.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | 0.0% |
| 7D | -10.5% | -1.9% | -8.7% | -8.8% |
| 30D | +2.1% | -2.6% | +4.7% | +5.0% |
| 3M | +34.6% | +3.6% | +31.1% | +30.1% |
| 6M | +29.9% | +8.7% | +21.2% | +18.7% |
| YTD | -13.8% | +14.1% | -27.9% | -25.6% |
| 1Y | -18.3% | +17.8% | -36.1% | -32.0% |
| 3Y | -26.2% | +64.5% | -90.7% | -58.6% |
| All | -30.9% | +76.3% | -107.2% | -62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling