+546.2%
LITE vs WDAY
-35.3%
+581.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.4% | +12.1% | +10.8% |
| 7D | -12.9% | -4.0% | -8.9% | -12.6% |
| 30D | -46.0% | +1.9% | -47.9% | -46.2% |
| 3M | -33.0% | +5.9% | -38.9% | -34.7% |
| 6M | -34.0% | +48.8% | -82.8% | -41.9% |
| YTD | +61.7% | -11.4% | +73.2% | +69.2% |
| 1Y | +148.3% | -15.5% | +163.8% | +164.4% |
| 3Y | +1,408.5% | -15.6% | +1,424.1% | +1,463.1% |
| 5Y | +546.2% | -35.2% | +581.4% | +618.7% |
| All | +546.2% | -35.3% | +581.5% | +618.7% |
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 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