+2,053.0%
LLY vs WDAY
+129.5%
+1,923.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +4.6% | -4.8% | +9.3% | +5.2% |
| 30D | +22.4% | +2.5% | +19.9% | +21.9% |
| 3M | +17.1% | +8.8% | +8.4% | +15.5% |
| 6M | +44.6% | +60.7% | -16.1% | +34.8% |
| YTD | +33.5% | -11.2% | +44.7% | +34.0% |
| 1Y | +41.1% | -15.6% | +56.7% | +42.5% |
| 3Y | +143.8% | -17.1% | +160.9% | +143.1% |
| 5Y | +473.4% | -35.7% | +509.0% | +481.1% |
| All | +2,053.0% | +129.5% | +1,923.5% | +1,726.7% |
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