+404.3%
META vs WDAY
+128.9%
+275.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.5% | +2.3% |
| 7D | -0.8% | -2.5% | +1.7% | +0.2% |
| 30D | -15.4% | +4.7% | -20.1% | -17.3% |
| 3M | +3.5% | +13.3% | -9.8% | -3.2% |
| 6M | -0.3% | +57.3% | -57.6% | -20.6% |
| YTD | -7.3% | -10.2% | +2.9% | -8.0% |
| 1Y | -1.1% | -14.1% | +13.0% | -0.1% |
| 3Y | +95.1% | -11.7% | +106.7% | +83.1% |
| 5Y | +80.6% | -33.5% | +114.0% | +87.1% |
| All | +404.3% | +128.9% | +275.4% | +203.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 10y: compounded portfolio wealth divided by compounded WDAY 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…
10y analysis · Full analysis span regression · 6 months rolling