-26.2%
WDAY vs VICR
+187.3%
-213.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | -0.2% |
| 7D | -7.4% | +1.3% | -8.6% | -7.3% |
| 30D | +1.0% | -11.9% | +13.0% | +0.8% |
| 3M | +32.7% | -35.1% | +67.8% | +32.1% |
| 6M | +25.6% | +8.1% | +17.5% | +19.2% |
| YTD | -13.4% | +67.8% | -81.1% | -22.5% |
| 1Y | -19.4% | +267.3% | -286.7% | -35.2% |
| All | -26.2% | +187.3% | -213.6% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling