-26.6%
WDAY vs VIVK
-100.0%
+73.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.5% |
| 7D | -10.5% | -9.5% | -1.1% | -10.5% |
| 30D | +2.1% | -35.1% | +37.2% | +2.4% |
| 3M | +34.6% | -93.4% | +128.0% | +37.3% |
| 6M | +29.9% | -98.0% | +127.9% | +33.5% |
| YTD | -13.8% | -97.9% | +84.0% | -11.5% |
| 1Y | -18.3% | -100.0% | +81.7% | -13.1% |
| All | -26.6% | -100.0% | +73.4% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling