+111.5%
WDAY vs VICR
+1,501.2%
-1,389.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.6% | -0.1% |
| 7D | -10.5% | -0.4% | -10.2% | -10.6% |
| 30D | +2.1% | -15.6% | +17.7% | +3.9% |
| 3M | +34.6% | -35.4% | +70.0% | +38.8% |
| 6M | +29.9% | +1.3% | +28.6% | +17.8% |
| YTD | -13.8% | +62.5% | -76.3% | -30.6% |
| 1Y | -18.3% | +255.5% | -273.7% | -45.7% |
| 3Y | -26.2% | +182.0% | -208.1% | -52.7% |
| 5Y | -30.8% | +42.9% | -73.7% | -52.9% |
| All | +111.5% | +1,501.2% | -1,389.7% | -20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling