+483.3%
LLY vs WDAY
-33.9%
+517.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.8% | +0.9% |
| 7D | +6.7% | +1.8% | +4.9% | +6.5% |
| 30D | +19.6% | +4.1% | +15.5% | +19.0% |
| 3M | +19.7% | -4.8% | +24.6% | +20.1% |
| 6M | +42.7% | +68.6% | -25.9% | +33.7% |
| YTD | +35.1% | -8.5% | +43.7% | +35.9% |
| 1Y | +42.2% | -12.1% | +54.3% | +43.6% |
| 3Y | +140.8% | -13.2% | +154.0% | +140.1% |
| All | +483.3% | -33.9% | +517.2% | +495.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling