+101.4%
META vs WDAY
-7.6%
+109.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.5% | +1.1% |
| 7D | +2.9% | -1.2% | +4.1% | +3.0% |
| 30D | -15.1% | +6.8% | -21.9% | -16.1% |
| 3M | +7.2% | +17.8% | -10.6% | +3.9% |
| 6M | +3.4% | +57.8% | -54.4% | -5.0% |
| YTD | -4.3% | -6.0% | +1.7% | -2.4% |
| 1Y | +0.8% | -13.5% | +14.3% | +4.8% |
| All | +101.4% | -7.6% | +109.0% | +115.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling