+130.1%
WDAY vs VRTX
+482.4%
-352.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -4.6% | +3.2% | -7.8% | -5.5% |
| 30D | +1.2% | +7.4% | -6.2% | -1.1% |
| 3M | +2.6% | +4.6% | -2.0% | +0.9% |
| 6M | +47.8% | +27.5% | +20.3% | +36.4% |
| YTD | -12.1% | +20.9% | -32.9% | -18.1% |
| 1Y | -17.1% | +30.1% | -47.2% | -24.8% |
| 3Y | -17.9% | +46.6% | -64.5% | -31.1% |
| 5Y | -35.1% | +191.6% | -226.7% | -58.5% |
| 10Y | +130.1% | +474.5% | -344.4% | +21.1% |
| All | +130.1% | +482.4% | -352.3% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 10y: compounded portfolio wealth divided by compounded VRTX 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…
10y analysis · Full analysis span regression · 6 months rolling