+25.2%
VZ vs WDAY
-14.6%
+39.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +2.0% |
| 7D | +6.9% | -1.2% | +8.2% | +7.0% |
| 30D | +2.3% | +6.8% | -4.6% | +2.1% |
| 3M | 0.0% | +17.8% | -17.8% | -0.3% |
| 6M | +0.2% | +57.8% | -57.6% | +0.3% |
| YTD | +20.9% | -6.0% | +26.9% | +21.3% |
| 1Y | +25.2% | -13.5% | +38.8% | +25.9% |
| All | +25.2% | -14.6% | +39.9% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling