+113.3%
WDAY vs VRTX
+441.1%
-327.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | +0.3% |
| 7D | -7.4% | -6.4% | -1.0% | -5.4% |
| 30D | +1.0% | -0.5% | +1.5% | +1.1% |
| 3M | +32.7% | +16.9% | +15.8% | +26.4% |
| 6M | +25.6% | +13.1% | +12.5% | +20.2% |
| YTD | -13.4% | +14.9% | -28.3% | -17.8% |
| 1Y | -19.4% | +31.4% | -50.8% | -26.9% |
| 3Y | -25.8% | +51.9% | -77.7% | -38.3% |
| 5Y | -31.1% | +177.1% | -208.2% | -54.6% |
| 10Y | +113.3% | +456.3% | -343.0% | +18.8% |
| All | +113.3% | +441.1% | -327.8% | +18.8% |
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