+1,545.2%
LLY vs WDAY
+109.7%
+1,435.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.6% | -1.6% |
| 7D | -3.1% | -6.1% | +3.0% | -2.4% |
| 30D | -5.1% | +3.7% | -8.8% | -5.7% |
| 3M | -2.1% | +29.6% | -31.6% | -5.8% |
| 6M | +13.8% | +23.3% | -9.5% | +9.6% |
| YTD | +5.1% | -13.3% | +18.4% | +6.0% |
| 1Y | +53.1% | -19.6% | +72.8% | +55.5% |
| 3Y | +95.6% | -25.7% | +121.3% | +98.1% |
| 5Y | +361.5% | -31.6% | +393.1% | +363.8% |
| 10Y | +1,545.2% | +109.9% | +1,435.2% | +1,326.7% |
| All | +1,545.2% | +109.7% | +1,435.5% | +1,326.7% |
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 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