-21.8%
WDAY vs VRTX
+57.9%
-79.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.1% | -3.3% | -5.0% |
| 7D | -4.4% | +0.8% | -5.2% | -4.5% |
| 30D | +14.7% | +12.6% | +2.1% | +12.6% |
| 3M | +32.4% | +23.6% | +8.7% | +28.4% |
| 6M | +36.9% | +14.3% | +22.6% | +34.2% |
| YTD | -8.8% | +20.5% | -29.3% | -11.6% |
| 1Y | -15.3% | +37.6% | -52.9% | -19.7% |
| All | -21.8% | +57.9% | -79.8% | -28.8% |
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 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