+59.9%
VZ vs WDAY
+117.6%
-57.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | -0.6% |
| 7D | +0.1% | -4.4% | +4.4% | +0.3% |
| 30D | +7.9% | +14.7% | -6.8% | +7.1% |
| 3M | +13.6% | +32.4% | -18.7% | +11.9% |
| 6M | +1.1% | +36.9% | -35.8% | -0.7% |
| YTD | +29.3% | -8.8% | +38.1% | +29.5% |
| 1Y | +21.2% | -15.3% | +36.5% | +21.7% |
| 3Y | +75.9% | -21.2% | +97.1% | +75.8% |
| 5Y | +24.1% | -29.5% | +53.6% | +23.4% |
| All | +59.9% | +117.6% | -57.7% | +47.7% |
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