+71.6%
VZ vs WDAY
+133.1%
-61.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.6% |
| 7D | +0.9% | -5.3% | +6.2% | +1.2% |
| 30D | +8.9% | +1.5% | +7.4% | +8.8% |
| 3M | +0.1% | +5.5% | -5.3% | -0.3% |
| 6M | +1.9% | +57.4% | -55.5% | -0.4% |
| YTD | +22.0% | -11.0% | +33.0% | +22.3% |
| 1Y | +22.1% | -15.8% | +37.9% | +22.7% |
| 3Y | +58.7% | -16.9% | +75.6% | +58.0% |
| 5Y | +22.3% | -35.3% | +57.6% | +22.2% |
| 10Y | +71.6% | +131.0% | -59.4% | +59.9% |
| All | +71.6% | +133.1% | -61.5% | +59.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling