+71.4%
WDAY vs LBRT
+33.5%
+37.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -5.5% |
| 7D | -4.4% | +8.3% | -12.6% | -5.0% |
| 30D | +14.7% | +6.1% | +8.6% | +13.9% |
| 3M | +32.4% | -34.8% | +67.1% | +36.6% |
| 6M | +36.9% | -24.8% | +61.7% | +38.7% |
| YTD | -8.8% | +12.2% | -21.1% | -11.9% |
| 1Y | -15.3% | +94.0% | -109.3% | -23.5% |
| 3Y | -21.2% | +31.3% | -52.5% | -27.7% |
| 5Y | -29.5% | +111.8% | -141.3% | -40.2% |
| All | +71.4% | +33.5% | +37.9% | +26.9% |
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