+302.1%
WDAY vs VRTX
+856.3%
-554.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.1% | -3.3% | -4.9% |
| 7D | -4.4% | +0.8% | -5.2% | -4.5% |
| 30D | +14.7% | +12.6% | +2.1% | +11.4% |
| 3M | +32.4% | +23.6% | +8.7% | +25.7% |
| 6M | +36.9% | +14.3% | +22.6% | +31.8% |
| YTD | -8.8% | +20.5% | -29.3% | -13.5% |
| 1Y | -15.3% | +37.6% | -52.9% | -22.3% |
| 3Y | -21.2% | +55.5% | -76.8% | -31.5% |
| 5Y | -29.5% | +175.7% | -205.3% | -47.3% |
| 10Y | +120.0% | +474.2% | -354.2% | +39.8% |
| All | +302.1% | +856.3% | -554.1% | +143.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling