+140.5%
LLY vs WDAY
-12.7%
+153.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -1.9% | +0.9% |
| 7D | +6.6% | +1.8% | +4.8% | +6.4% |
| 30D | +19.4% | +4.1% | +15.4% | +18.9% |
| 3M | +19.6% | -4.8% | +24.4% | +19.9% |
| 6M | +42.6% | +68.6% | -26.1% | +34.8% |
| YTD | +35.0% | -8.5% | +43.5% | +37.0% |
| 1Y | +42.0% | -12.1% | +54.1% | +44.6% |
| 3Y | +140.5% | -13.2% | +153.7% | +144.9% |
| All | +140.5% | -12.7% | +153.2% | +144.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling