+3,459.6%
LLY vs WDAY
+301.5%
+3,158.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -0.3% |
| 7D | -4.5% | -2.5% | -2.0% | -4.2% |
| 30D | +13.9% | +4.7% | +9.2% | +13.2% |
| 3M | +13.8% | +13.3% | +0.4% | +11.6% |
| 6M | +37.6% | +57.3% | -19.7% | +28.7% |
| YTD | +26.6% | -10.2% | +36.8% | +26.7% |
| 1Y | +45.3% | -14.1% | +59.4% | +46.2% |
| 3Y | +132.2% | -11.7% | +143.9% | +129.4% |
| 5Y | +434.7% | -33.5% | +468.1% | +437.7% |
| 10Y | +2,084.3% | +133.1% | +1,951.2% | +1,709.6% |
| All | +3,459.6% | +301.5% | +3,158.2% | +2,630.6% |
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