+302.1%
WDAY vs VRSN
+521.7%
-219.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -4.9% | -5.1% |
| 7D | -4.4% | +0.1% | -4.4% | -4.3% |
| 30D | +14.7% | -0.2% | +14.9% | +14.9% |
| 3M | +32.4% | -0.3% | +32.7% | +32.9% |
| 6M | +36.9% | +23.0% | +13.9% | +19.0% |
| YTD | -8.8% | +21.3% | -30.2% | -20.3% |
| 1Y | -15.3% | +6.7% | -22.0% | -19.7% |
| 3Y | -21.2% | +45.0% | -66.2% | -40.6% |
| 5Y | -29.5% | +35.0% | -64.5% | -44.5% |
| 10Y | +120.0% | +276.3% | -156.3% | -1.9% |
| All | +302.1% | +521.7% | -219.6% | +48.5% |
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