+282.1%
WDAY vs VYM
+391.5%
-109.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.4% |
| 7D | -7.4% | -1.0% | -6.4% | -6.4% |
| 30D | +1.0% | -2.0% | +3.0% | +3.2% |
| 3M | +32.7% | +3.1% | +29.6% | +28.9% |
| 6M | +25.6% | +8.9% | +16.7% | +14.8% |
| YTD | -13.4% | +14.7% | -28.1% | -25.1% |
| 1Y | -19.4% | +19.4% | -38.8% | -33.2% |
| 3Y | -25.8% | +65.4% | -91.2% | -56.0% |
| 5Y | -31.1% | +77.6% | -108.7% | -61.5% |
| 10Y | +113.3% | +207.8% | -94.5% | -36.2% |
| All | +282.1% | +391.5% | -109.4% | -17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling