-24.0%
WDAY vs VIK
+236.8%
-260.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.6% | -7.5% | -5.4% |
| 7D | -6.1% | +3.6% | -9.7% | -6.8% |
| 30D | +3.7% | -16.7% | +20.4% | +7.5% |
| 3M | +29.6% | -1.1% | +30.7% | +29.1% |
| 6M | +23.3% | +27.8% | -4.5% | +13.0% |
| YTD | -13.3% | +23.3% | -36.6% | -19.8% |
| 1Y | -19.6% | +38.2% | -57.8% | -28.7% |
| All | -24.0% | +236.8% | -260.8% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VIK 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling