-15.5%
WDAY vs LII
-8.5%
-7.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | -5.3% | -2.3% | -3.0% | -5.1% |
| 30D | +1.5% | -1.7% | +3.2% | +1.6% |
| 3M | +5.5% | -18.3% | +23.7% | +6.9% |
| 6M | +57.4% | -32.3% | +89.8% | +60.3% |
| YTD | -11.0% | -27.1% | +16.1% | -11.5% |
| 1Y | -15.8% | -27.2% | +11.4% | -16.3% |
| All | -15.5% | -8.5% | -7.0% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling