-24.4%
WDAY vs VIK
+221.3%
-245.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | -10.5% | -1.8% | -8.7% | -10.3% |
| 30D | +2.1% | -17.3% | +19.4% | +5.9% |
| 3M | +34.6% | -5.1% | +39.7% | +35.2% |
| 6M | +29.9% | +16.2% | +13.7% | +22.1% |
| YTD | -13.8% | +17.6% | -31.5% | -19.6% |
| 1Y | -18.3% | +33.5% | -51.8% | -27.1% |
| All | -24.4% | +221.3% | -245.7% | -42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling