-13.5%
WDAY vs VIVK
-100.0%
+86.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -27.5% | +29.4% | +2.2% |
| 7D | -1.2% | -68.7% | +67.4% | -0.3% |
| 30D | +6.8% | -90.0% | +96.8% | +9.0% |
| 3M | +17.8% | -98.1% | +115.9% | +22.0% |
| 6M | +57.8% | -99.9% | +157.7% | +68.8% |
| YTD | -6.0% | -99.9% | +93.9% | +1.3% |
| 1Y | -13.5% | -100.0% | +86.4% | +9.6% |
| All | -13.5% | -100.0% | +86.4% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling