+3,549.0%
LRCX vs WDAY
+114.9%
+3,434.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | -0.1% |
| 7D | -3.1% | -5.2% | +2.1% | -1.2% |
| 30D | -8.6% | +5.9% | -14.5% | -11.9% |
| 3M | -17.7% | +42.3% | -59.9% | -32.7% |
| 6M | +36.4% | +34.7% | +1.6% | +9.6% |
| YTD | +74.5% | -13.5% | +88.1% | +71.7% |
| 1Y | +159.4% | -18.1% | +177.5% | +159.7% |
| 3Y | +361.6% | -26.4% | +388.0% | +366.8% |
| 5Y | +425.2% | -30.6% | +455.8% | +428.8% |
| All | +3,549.0% | +114.9% | +3,434.1% | +1,948.4% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling