+5,083.9%
LITE vs WDAY
+133.1%
+4,950.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.4% | +9.4% | +5.5% |
| 7D | -1.5% | -4.4% | +2.8% | -0.5% |
| 30D | +6.7% | +14.7% | -8.1% | +0.4% |
| 3M | -6.8% | +32.4% | -39.1% | -18.3% |
| 6M | +29.4% | +36.9% | -7.4% | +8.3% |
| YTD | +139.1% | -8.8% | +147.9% | +131.9% |
| 1Y | +521.0% | -15.3% | +536.3% | +513.7% |
| 3Y | +1,535.3% | -21.2% | +1,556.5% | +1,536.6% |
| 5Y | +889.8% | -29.5% | +919.3% | +899.8% |
| 10Y | +2,400.7% | +120.0% | +2,280.7% | +1,552.0% |
| All | +5,083.9% | +133.1% | +4,950.8% | +3,275.5% |
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