+2,921.6%
LLY vs WDAY
+307.5%
+2,614.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | -0.2% |
| 7D | -2.1% | -4.4% | +2.2% | -1.6% |
| 30D | -1.6% | +14.7% | -16.4% | -3.5% |
| 3M | +2.3% | +32.4% | -30.1% | -1.8% |
| 6M | +14.9% | +36.9% | -22.0% | +9.2% |
| YTD | +7.5% | -8.8% | +16.3% | +7.5% |
| 1Y | +55.7% | -15.3% | +71.0% | +56.7% |
| 3Y | +110.6% | -21.2% | +131.8% | +111.4% |
| 5Y | +363.4% | -29.5% | +392.9% | +363.0% |
| 10Y | +1,649.0% | +120.0% | +1,528.9% | +1,360.4% |
| All | +2,921.6% | +307.5% | +2,614.1% | +2,216.4% |
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