+282.6%
WDAY vs VICR
+2,874.2%
-2,591.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.5% | -7.4% | -5.3% |
| 7D | -6.1% | +9.8% | -15.9% | -7.6% |
| 30D | +3.7% | -12.6% | +16.3% | +5.1% |
| 3M | +29.6% | -29.7% | +59.3% | +32.2% |
| 6M | +23.3% | +18.8% | +4.5% | +8.4% |
| YTD | -13.3% | +76.4% | -89.7% | -31.3% |
| 1Y | -19.6% | +282.4% | -302.0% | -47.4% |
| 3Y | -25.7% | +206.2% | -231.9% | -53.2% |
| 5Y | -31.6% | +53.9% | -85.5% | -54.3% |
| 10Y | +109.9% | +1,572.3% | -1,462.4% | -26.4% |
| All | +282.6% | +2,874.2% | -2,591.6% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling