+291.5%
WDAY vs LEN
+178.3%
+113.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.8% |
| 7D | -4.8% | -8.7% | +4.0% | -2.0% |
| 30D | +2.5% | +11.6% | -9.1% | -1.5% |
| 3M | +8.8% | -1.3% | +10.0% | +8.6% |
| 6M | +60.7% | -1.4% | +62.2% | +59.3% |
| YTD | -11.2% | -16.9% | +5.6% | -8.4% |
| 1Y | -15.6% | -31.2% | +15.5% | -7.3% |
| 3Y | -17.1% | -25.6% | +8.5% | -15.6% |
| 5Y | -35.7% | -13.3% | -22.4% | -39.7% |
| 10Y | +130.4% | +138.4% | -8.0% | +35.3% |
| All | +291.5% | +178.3% | +113.3% | +109.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling