+1,587.5%
LITE vs WDAY
+121.2%
+1,466.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -13.9% | -4.6% | -9.3% | -12.8% |
| 30D | -46.9% | +1.2% | -48.2% | -47.5% |
| 3M | -28.0% | +2.6% | -30.6% | -31.0% |
| 6M | -35.2% | +47.8% | -83.0% | -48.2% |
| YTD | +58.9% | -12.1% | +70.9% | +53.5% |
| 1Y | +125.3% | -17.1% | +142.5% | +123.3% |
| 3Y | +1,344.4% | -17.9% | +1,362.3% | +1,293.1% |
| 5Y | +541.2% | -35.1% | +576.3% | +565.4% |
| 10Y | +1,587.5% | +130.1% | +1,457.4% | +798.4% |
| All | +1,587.5% | +121.2% | +1,466.3% | +798.4% |
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