+136.8%
WDAY vs VRTX
+487.7%
-350.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -4.8% | 0.0% | -4.8% | -4.8% |
| 30D | +2.5% | +11.8% | -9.3% | -1.2% |
| 3M | +8.8% | +3.2% | +5.5% | +7.5% |
| 6M | +60.7% | +21.0% | +39.7% | +50.8% |
| YTD | -11.2% | +19.7% | -30.9% | -17.1% |
| 1Y | -15.6% | +25.0% | -40.6% | -22.4% |
| 3Y | -17.1% | +45.2% | -62.3% | -30.3% |
| 5Y | -35.7% | +189.7% | -225.4% | -58.9% |
| All | +136.8% | +487.7% | -350.9% | +26.3% |
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