-25.7%
WDAY vs LEN
-25.9%
+0.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.8% | -1.0% | -4.4% |
| 7D | -6.1% | -2.9% | -3.2% | -5.7% |
| 30D | +3.7% | -8.9% | +12.6% | +4.9% |
| 3M | +29.6% | -10.9% | +40.5% | +31.0% |
| 6M | +23.3% | -19.7% | +43.0% | +26.3% |
| YTD | -13.3% | -20.6% | +7.3% | -11.6% |
| 1Y | -19.6% | -42.4% | +22.8% | -13.6% |
| 3Y | -25.7% | -26.5% | +0.9% | -32.1% |
| All | -25.7% | -25.9% | +0.3% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling