+303.5%
WDAY vs VRSN
+566.3%
-262.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.9% | +2.9% |
| 7D | +1.8% | +1.4% | +0.4% | +0.9% |
| 30D | +4.1% | +3.9% | +0.2% | +1.5% |
| 3M | -4.8% | +9.3% | -14.2% | -10.4% |
| 6M | +68.6% | +6.7% | +62.0% | +61.4% |
| YTD | -8.5% | +30.0% | -38.6% | -23.6% |
| 1Y | -12.1% | +26.0% | -38.1% | -25.1% |
| 3Y | -13.2% | +53.1% | -66.3% | -36.7% |
| 5Y | -33.7% | +35.0% | -68.7% | -47.9% |
| 10Y | +137.4% | +291.7% | -154.3% | +2.8% |
| All | +303.5% | +566.3% | -262.9% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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