-15.3%
WDAY vs LEN
-37.1%
+21.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.3% | -5.3% |
| 7D | -4.4% | -3.2% | -1.2% | -4.3% |
| 30D | +14.7% | -4.9% | +19.6% | +14.6% |
| 3M | +32.4% | -8.5% | +40.9% | +31.4% |
| 6M | +36.9% | -20.7% | +57.5% | +36.3% |
| YTD | -8.8% | -17.4% | +8.6% | -10.1% |
| 1Y | -15.3% | -38.2% | +23.0% | -15.9% |
| All | -15.3% | -37.1% | +21.8% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling