+290.7%
WDAY vs VRTX
+864.6%
-573.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | -4.0% | -0.4% | -3.6% | -3.9% |
| 30D | +1.9% | +8.0% | -6.1% | 0.0% |
| 3M | +5.9% | +11.0% | -5.2% | +3.1% |
| 6M | +48.8% | +28.2% | +20.6% | +39.8% |
| YTD | -11.4% | +21.5% | -32.9% | -16.2% |
| 1Y | -15.5% | +34.5% | -50.1% | -22.1% |
| 3Y | -15.6% | +49.5% | -65.1% | -25.9% |
| 5Y | -35.2% | +188.3% | -223.5% | -52.1% |
| 10Y | +123.9% | +493.1% | -369.2% | +41.6% |
| All | +290.7% | +864.6% | -573.9% | +135.6% |
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