+2,520.1%
LRCX vs WDAY
+136.5%
+2,383.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.0% | -6.4% | -4.5% |
| 7D | +12.7% | +1.8% | +10.9% | +11.9% |
| 30D | -21.3% | +4.1% | -25.3% | -22.9% |
| 3M | -32.9% | -4.8% | -28.0% | -33.0% |
| 6M | -23.4% | +68.6% | -92.0% | -43.7% |
| YTD | +32.4% | -8.5% | +40.9% | +26.0% |
| 1Y | +48.0% | -12.1% | +60.1% | +43.1% |
| 3Y | +243.9% | -13.2% | +257.1% | +217.9% |
| 5Y | +280.6% | -33.7% | +314.3% | +293.2% |
| All | +2,520.1% | +136.5% | +2,383.6% | +1,278.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling