-26.6%
WDAY vs VRSK
-26.6%
0.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.1% |
| 7D | -10.5% | -7.7% | -2.8% | -6.6% |
| 30D | +2.1% | -2.8% | +4.9% | +4.0% |
| 3M | +34.6% | -3.7% | +38.3% | +38.7% |
| 6M | +29.9% | -12.8% | +42.7% | +37.3% |
| YTD | -13.8% | -21.0% | +7.1% | -6.1% |
| 1Y | -18.3% | -32.5% | +14.2% | -7.3% |
| All | -26.6% | -26.6% | 0.0% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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