+125.4%
WDAY vs LDOS
+248.5%
-123.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -2.7% |
| 7D | -2.5% | -7.2% | +4.7% | +0.5% |
| 30D | +4.7% | +16.8% | -12.2% | -2.1% |
| 3M | +13.3% | -1.6% | +14.9% | +13.9% |
| 6M | +57.3% | -1.0% | +58.3% | +56.7% |
| YTD | -10.2% | -25.8% | +15.6% | 0.0% |
| 1Y | -14.1% | -31.1% | +17.0% | -1.4% |
| 3Y | -11.7% | +32.8% | -44.5% | -26.1% |
| 5Y | -33.5% | +49.4% | -82.8% | -48.6% |
| All | +125.4% | +248.5% | -123.1% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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