+282.6%
WDAY vs VIAV
+550.6%
-268.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +11.2% | -16.0% | -7.4% |
| 7D | -6.1% | +11.3% | -17.4% | -8.7% |
| 30D | +3.7% | -1.0% | +4.7% | +2.5% |
| 3M | +29.6% | -20.5% | +50.1% | +31.7% |
| 6M | +23.3% | +39.0% | -15.7% | +0.6% |
| YTD | -13.3% | +117.5% | -130.7% | -42.1% |
| 1Y | -19.6% | +233.8% | -253.4% | -55.3% |
| 3Y | -25.7% | +295.4% | -321.1% | -63.5% |
| 5Y | -31.6% | +134.3% | -165.8% | -58.7% |
| 10Y | +109.9% | +398.7% | -288.8% | -5.3% |
| All | +282.6% | +550.6% | -268.1% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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