+130.1%
WDAY vs LII
+166.2%
-36.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -4.6% | +0.4% | -5.0% | -4.7% |
| 30D | +1.2% | -2.4% | +3.6% | +1.7% |
| 3M | +2.6% | -17.5% | +20.0% | +9.2% |
| 6M | +47.8% | -32.8% | +80.6% | +65.0% |
| YTD | -12.1% | -27.7% | +15.6% | -7.1% |
| 1Y | -17.1% | -28.1% | +10.9% | -12.3% |
| 3Y | -17.9% | -9.7% | -8.2% | -27.3% |
| 5Y | -35.1% | +19.5% | -54.6% | -52.4% |
| 10Y | +130.1% | +170.6% | -40.5% | +16.2% |
| All | +130.1% | +166.2% | -36.1% | +16.2% |
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