+131.0%
WDAY vs LEN
+142.4%
-11.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -5.3% | -6.4% | +1.1% | -3.4% |
| 30D | +1.5% | +15.6% | -14.1% | -3.2% |
| 3M | +5.5% | -0.8% | +6.2% | +5.2% |
| 6M | +57.4% | +0.4% | +57.1% | +55.4% |
| YTD | -11.0% | -14.1% | +3.1% | -9.2% |
| 1Y | -15.8% | -29.6% | +13.9% | -8.4% |
| 3Y | -16.9% | -23.1% | +6.2% | -16.5% |
| 5Y | -35.3% | -8.9% | -26.4% | -40.5% |
| 10Y | +131.0% | +146.2% | -15.2% | +44.5% |
| All | +131.0% | +142.4% | -11.3% | +44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling