-15.6%
WDAY vs VRTX
+46.0%
-61.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | -4.0% | -0.4% | -3.6% | -4.0% |
| 30D | +1.9% | +8.0% | -6.1% | +0.5% |
| 3M | +5.9% | +11.0% | -5.2% | +4.0% |
| 6M | +48.8% | +28.2% | +20.6% | +43.2% |
| YTD | -11.4% | +21.5% | -32.9% | -14.4% |
| 1Y | -15.5% | +34.5% | -50.1% | -19.8% |
| 3Y | -15.6% | +49.5% | -65.1% | -20.5% |
| All | -15.6% | +46.0% | -61.6% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling