+282.6%
WDAY vs VIVK
-100.0%
+382.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +7.7% | -12.5% | -4.9% |
| 7D | -6.1% | +13.1% | -19.1% | -6.1% |
| 30D | +3.7% | -29.7% | +33.4% | +3.7% |
| 3M | +29.6% | -93.0% | +122.5% | +30.0% |
| 6M | +23.3% | -98.0% | +121.3% | +23.9% |
| YTD | -13.3% | -97.8% | +84.5% | -12.9% |
| 1Y | -19.6% | -100.0% | +80.3% | -19.0% |
| 3Y | -25.7% | -100.0% | +74.3% | -25.1% |
| 5Y | -31.6% | -100.0% | +68.4% | -31.1% |
| 10Y | +109.9% | -100.0% | +209.9% | +114.6% |
| All | +282.6% | -100.0% | +382.6% | +281.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling