+3,087.4%
META vs WDAY
+307.5%
+2,780.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.4% | +6.4% | +3.0% |
| 7D | +6.7% | -4.4% | +11.1% | +8.4% |
| 30D | +4.8% | +14.7% | -10.0% | -1.3% |
| 3M | -1.6% | +32.4% | -34.0% | -13.0% |
| 6M | -7.5% | +36.9% | -44.3% | -21.1% |
| YTD | -6.4% | -8.8% | +2.4% | -7.3% |
| 1Y | -17.3% | -15.3% | -2.1% | -16.3% |
| 3Y | +109.9% | -21.2% | +131.1% | +109.8% |
| 5Y | +65.4% | -29.5% | +94.9% | +68.9% |
| 10Y | +391.8% | +120.0% | +271.8% | +223.9% |
| All | +3,087.4% | +307.5% | +2,780.0% | +1,818.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling