-30.8%
WDAY vs VICR
+42.6%
-73.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.6% | -0.3% |
| 7D | -10.5% | -0.4% | -10.2% | -10.6% |
| 30D | +2.1% | -15.6% | +17.7% | +3.0% |
| 3M | +34.6% | -35.4% | +70.0% | +36.8% |
| 6M | +29.9% | +1.3% | +28.6% | +20.5% |
| YTD | -13.8% | +62.5% | -76.3% | -27.2% |
| 1Y | -18.3% | +255.5% | -273.7% | -40.8% |
| 3Y | -26.2% | +182.0% | -208.1% | -47.8% |
| 5Y | -30.8% | +42.9% | -73.7% | -48.7% |
| All | -30.8% | +42.6% | -73.4% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling