+123.9%
WDAY vs LII
+170.7%
-46.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -2.2% |
| 7D | -4.0% | -1.2% | -2.8% | -3.6% |
| 30D | +1.9% | -2.0% | +3.9% | +2.2% |
| 3M | +5.9% | -20.2% | +26.1% | +14.1% |
| 6M | +48.8% | -32.5% | +81.3% | +66.0% |
| YTD | -11.4% | -27.4% | +15.9% | -6.5% |
| 1Y | -15.5% | -28.2% | +12.6% | -10.5% |
| 3Y | -15.6% | -7.2% | -8.4% | -26.3% |
| 5Y | -35.2% | +19.9% | -55.1% | -52.5% |
| 10Y | +123.9% | +168.6% | -44.8% | +11.5% |
| All | +123.9% | +170.7% | -46.9% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling