+68.9%
WDAY vs LBRT
-22.5%
+91.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.4% | -9.0% | -4.1% |
| 7D | -2.5% | -29.1% | +26.7% | 0.0% |
| 30D | +4.7% | -38.4% | +43.1% | +8.4% |
| 3M | +13.3% | -40.1% | +53.4% | +17.2% |
| 6M | +57.3% | -62.9% | +120.2% | +68.8% |
| YTD | -10.2% | -34.5% | +24.3% | -9.8% |
| 1Y | -14.1% | -30.2% | +16.1% | -14.5% |
| 3Y | -11.7% | -37.5% | +25.8% | -13.8% |
| 5Y | -33.5% | +7.6% | -41.1% | -40.2% |
| All | +68.9% | -22.5% | +91.3% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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