+111.5%
WDAY vs LH
+179.1%
-67.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | +1.4% |
| 7D | -10.5% | -7.4% | -3.1% | -7.5% |
| 30D | +2.1% | -4.6% | +6.7% | +4.2% |
| 3M | +34.6% | +14.5% | +20.1% | +26.9% |
| 6M | +29.9% | +14.8% | +15.1% | +21.9% |
| YTD | -13.8% | +23.3% | -37.1% | -22.2% |
| 1Y | -18.3% | +13.6% | -31.9% | -23.7% |
| 3Y | -26.2% | +56.3% | -82.5% | -41.6% |
| 5Y | -30.8% | +25.2% | -56.0% | -40.2% |
| All | +111.5% | +179.1% | -67.6% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling