-15.8%
WDAY vs LEN
-28.8%
+13.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | -5.3% | -6.4% | +1.1% | -4.8% |
| 30D | +1.5% | +15.6% | -14.1% | +0.4% |
| 3M | +5.5% | -0.8% | +6.2% | +4.7% |
| 6M | +57.4% | +0.4% | +57.1% | +56.2% |
| YTD | -11.0% | -14.1% | +3.1% | -13.6% |
| 1Y | -15.8% | -29.6% | +13.9% | -14.5% |
| All | -15.8% | -28.8% | +13.0% | -14.5% |
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 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