+280.1%
WDAY vs VRSK
+294.5%
-14.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.3% |
| 7D | -10.5% | -7.7% | -2.8% | -5.6% |
| 30D | +2.1% | -2.8% | +4.9% | +4.3% |
| 3M | +34.6% | -3.7% | +38.3% | +39.0% |
| 6M | +29.9% | -12.8% | +42.7% | +42.8% |
| YTD | -13.8% | -21.0% | +7.1% | +0.2% |
| 1Y | -18.3% | -32.5% | +14.2% | +4.1% |
| 3Y | -26.2% | -26.5% | +0.4% | -14.2% |
| 5Y | -30.8% | -11.5% | -19.3% | -29.9% |
| 10Y | +112.2% | +125.7% | -13.5% | +20.5% |
| All | +280.1% | +294.5% | -14.3% | +100.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling