Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • LRCX vs WDAY✓SelectedUSD · WDAYLRCX vs WDAY performance historyLatest closeAs of+5.12%09/04
Stock and ETF performance explorer

LRCX vs WDAY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+11,071.5%
WDAY return
+307.5%
Excess return
+10,764.0%
Maximum drawdown
-56.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWDAYExcessAlpha
1D+5.1%-5.4%+10.5%+6.9%
7D+1.9%-4.4%+6.3%+3.2%
30D+0.1%+14.7%-14.7%-5.6%
3M-8.5%+32.4%-40.9%-20.5%
6M+38.1%+36.9%+1.2%+14.5%
YTD+80.1%-8.8%+88.9%+73.8%
1Y+208.1%-15.3%+223.3%+204.2%
3Y+350.2%-21.2%+371.4%+344.3%
5Y+430.7%-29.5%+460.2%+432.8%
10Y+3,633.2%+120.0%+3,513.2%+2,469.8%
All+11,071.5%+307.5%+10,764.0%+7,293.4%

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