-19.4%
WDAY vs LEN
-41.8%
+22.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -7.4% | -3.4% | -4.0% | -7.2% |
| 30D | +1.0% | -5.7% | +6.7% | +1.3% |
| 3M | +32.7% | -12.2% | +44.9% | +31.8% |
| 6M | +25.6% | -18.3% | +43.9% | +25.5% |
| YTD | -13.4% | -20.2% | +6.8% | -14.5% |
| 1Y | -19.4% | -40.1% | +20.7% | -19.4% |
| All | -19.4% | -41.8% | +22.4% | -19.4% |
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