-31.6%
WDAY vs VRTX
+175.7%
-207.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.2% | -1.7% | -4.1% |
| 7D | -6.1% | -3.4% | -2.7% | -5.3% |
| 30D | +3.7% | +6.6% | -2.9% | +2.1% |
| 3M | +29.6% | +19.4% | +10.2% | +24.6% |
| 6M | +23.3% | +15.8% | +7.5% | +19.0% |
| YTD | -13.3% | +16.7% | -29.9% | -16.7% |
| 1Y | -19.6% | +33.8% | -53.5% | -25.6% |
| 3Y | -25.7% | +54.2% | -79.9% | -36.6% |
| 5Y | -31.6% | +176.4% | -207.9% | -48.8% |
| All | -31.6% | +175.7% | -207.3% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling