+25.6%
WDAY vs VRSK
-16.3%
+41.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -1.6% |
| 7D | -7.4% | -5.4% | -2.0% | -1.9% |
| 30D | +1.0% | -1.8% | +2.8% | +3.0% |
| 3M | +32.7% | -2.2% | +34.9% | +36.3% |
| 6M | +25.6% | -14.9% | +40.5% | +39.8% |
| All | +25.6% | -16.3% | +41.9% | +39.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling