+3,586.8%
LITE vs WDAY
+140.3%
+3,446.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.0% | -9.8% | -8.4% |
| 7D | -31.4% | -1.2% | -30.2% | -31.3% |
| 30D | -42.6% | +6.8% | -49.4% | -43.9% |
| 3M | -26.2% | +17.8% | -44.1% | -31.8% |
| 6M | -35.8% | +57.8% | -93.6% | -48.6% |
| YTD | +70.0% | -6.0% | +76.1% | +61.7% |
| 1Y | +232.7% | -13.5% | +246.3% | +226.8% |
| 3Y | +1,365.7% | -7.6% | +1,373.3% | +1,266.5% |
| 5Y | +609.5% | -30.5% | +640.0% | +616.5% |
| 10Y | +1,721.9% | +143.9% | +1,578.1% | +1,072.4% |
| All | +3,586.8% | +140.3% | +3,446.5% | +2,253.5% |
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