+3,158.4%
META vs WDAY
+320.1%
+2,838.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.5% | +0.7% |
| 7D | +2.9% | -1.2% | +4.1% | +3.2% |
| 30D | -15.1% | +6.8% | -21.9% | -17.4% |
| 3M | +7.2% | +17.8% | -10.6% | -0.5% |
| 6M | +3.4% | +57.8% | -54.4% | -16.1% |
| YTD | -4.3% | -6.0% | +1.7% | -6.8% |
| 1Y | +0.8% | -13.5% | +14.3% | +1.2% |
| 3Y | +102.2% | -7.6% | +109.8% | +88.6% |
| 5Y | +89.4% | -30.5% | +119.9% | +93.4% |
| 10Y | +426.7% | +143.9% | +282.9% | +234.2% |
| All | +3,158.4% | +320.1% | +2,838.3% | +1,828.9% |
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