+314.5%
WDAY vs LDOS
+869.1%
-554.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.7% |
| 7D | -1.2% | -2.8% | +1.6% | -0.3% |
| 30D | +6.8% | +13.6% | -6.8% | +1.4% |
| 3M | +17.8% | +4.2% | +13.6% | +15.6% |
| 6M | +57.8% | -8.2% | +66.0% | +61.6% |
| YTD | -6.0% | -24.1% | +18.1% | +3.1% |
| 1Y | -13.5% | -31.2% | +17.7% | -1.6% |
| 3Y | -7.6% | +35.0% | -42.6% | -21.4% |
| 5Y | -30.5% | +52.6% | -83.1% | -45.0% |
| 10Y | +143.9% | +261.9% | -118.0% | +35.9% |
| All | +314.5% | +869.1% | -554.6% | +113.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling