+110.6%
VZ vs WDAY
+301.5%
-190.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.7% |
| 7D | +2.1% | -2.5% | +4.6% | +2.3% |
| 30D | +1.4% | +4.7% | -3.3% | +1.1% |
| 3M | -1.3% | +13.3% | -14.6% | -2.1% |
| 6M | -0.5% | +57.3% | -57.8% | -3.4% |
| YTD | +19.6% | -10.2% | +29.8% | +19.7% |
| 1Y | +22.4% | -14.1% | +36.5% | +22.7% |
| 3Y | +55.9% | -11.7% | +67.6% | +54.5% |
| 5Y | +20.4% | -33.5% | +53.9% | +20.3% |
| 10Y | +66.9% | +133.1% | -66.2% | +47.4% |
| All | +110.6% | +301.5% | -190.9% | +83.1% |
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