+1,402.3%
LITE vs WDAY
+128.9%
+1,273.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.6% | +9.3% | +6.7% |
| 7D | -35.9% | -2.5% | -33.4% | -35.5% |
| 30D | -51.5% | +4.7% | -56.2% | -52.5% |
| 3M | -35.7% | +13.3% | -49.0% | -40.4% |
| 6M | -43.0% | +57.3% | -100.3% | -55.6% |
| YTD | +46.1% | -10.2% | +56.3% | +40.3% |
| 1Y | +124.7% | -14.1% | +138.8% | +119.8% |
| 3Y | +1,172.1% | -11.7% | +1,183.7% | +1,088.6% |
| 5Y | +477.0% | -33.5% | +510.5% | +494.2% |
| All | +1,402.3% | +128.9% | +1,273.5% | +702.2% |
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