+86.4%
META vs WDAY
-33.9%
+120.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | -0.1% | +1.8% |
| 7D | +5.2% | +1.8% | +3.3% | +4.4% |
| 30D | -13.0% | +4.1% | -17.1% | -14.6% |
| 3M | +7.9% | -4.8% | +12.8% | +9.0% |
| 6M | +4.2% | +68.6% | -64.4% | -18.7% |
| YTD | -2.5% | -8.5% | +6.0% | -1.5% |
| 1Y | +5.6% | -12.1% | +17.7% | +8.3% |
| 3Y | +96.8% | -13.2% | +110.0% | +85.9% |
| All | +86.4% | -33.9% | +120.3% | +104.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling