-13.5%
WDAY vs VICR
+76.0%
-89.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -11.1% | +13.1% | +0.2% |
| 7D | -1.2% | -26.6% | +25.3% | -5.8% |
| 30D | +6.8% | -47.9% | +54.8% | -3.2% |
| 3M | +17.8% | -29.8% | +47.6% | +13.6% |
| 6M | +57.8% | -36.6% | +94.5% | +52.4% |
| YTD | -6.0% | +45.1% | -51.2% | -11.3% |
| 1Y | -13.5% | +80.0% | -93.6% | -22.0% |
| All | -13.5% | +76.0% | -89.5% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling