-4.6%
WDAY vs LCID
-96.4%
+91.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.5% |
| 7D | -5.3% | +8.9% | -14.2% | -6.4% |
| 30D | +1.5% | +6.8% | -5.3% | +0.4% |
| 3M | +5.5% | -45.2% | +50.7% | +11.9% |
| 6M | +57.4% | -39.1% | +96.6% | +62.5% |
| YTD | -11.0% | -65.3% | +54.3% | -3.2% |
| 1Y | -15.8% | -78.4% | +62.6% | -3.9% |
| 3Y | -16.9% | -90.3% | +73.5% | -2.8% |
| 5Y | -35.3% | -99.2% | +63.9% | -6.8% |
| All | -4.6% | -96.4% | +91.8% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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