+302.1%
WDAY vs LDOS
+847.2%
-545.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.6% |
| 7D | -4.4% | -5.4% | +1.0% | -2.4% |
| 30D | +14.7% | +4.9% | +9.9% | +12.5% |
| 3M | +32.4% | +7.2% | +25.2% | +28.5% |
| 6M | +36.9% | -24.2% | +61.1% | +51.3% |
| YTD | -8.8% | -25.8% | +17.0% | +1.0% |
| 1Y | -15.3% | -24.7% | +9.4% | -6.8% |
| 3Y | -21.2% | +39.3% | -60.5% | -33.8% |
| 5Y | -29.5% | +43.3% | -72.8% | -42.8% |
| 10Y | +120.0% | +278.6% | -158.5% | +21.0% |
| All | +302.1% | +847.2% | -545.1% | +109.5% |
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 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