+22.4%
VZ vs WDAY
-35.8%
+58.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +0.9% | -4.8% | +5.7% | +1.1% |
| 30D | +6.9% | +2.5% | +4.5% | +6.9% |
| 3M | +0.6% | +8.8% | -8.1% | +0.3% |
| 6M | +0.3% | +60.7% | -60.4% | -0.9% |
| YTD | +21.9% | -11.2% | +33.1% | +22.3% |
| 1Y | +21.7% | -15.6% | +37.3% | +22.2% |
| 3Y | +58.5% | -17.1% | +75.6% | +57.5% |
| 5Y | +22.4% | -35.7% | +58.1% | +17.9% |
| All | +22.4% | -35.8% | +58.3% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling