-7.6%
WDAY vs LDOS
+35.2%
-42.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.7% |
| 7D | -1.2% | -2.8% | +1.6% | -0.4% |
| 30D | +6.8% | +13.6% | -6.8% | +2.1% |
| 3M | +17.8% | +4.2% | +13.6% | +16.0% |
| 6M | +57.8% | -8.2% | +66.0% | +59.3% |
| YTD | -6.0% | -24.1% | +18.1% | -0.1% |
| 1Y | -13.5% | -31.2% | +17.7% | -5.9% |
| All | -7.6% | +35.2% | -42.8% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling