-35.7%
WDAY vs LII
+18.7%
-54.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -4.8% | -0.2% | -4.6% | -4.7% |
| 30D | +2.5% | -0.6% | +3.1% | +2.3% |
| 3M | +8.8% | -17.0% | +25.7% | +14.3% |
| 6M | +60.7% | -31.1% | +91.8% | +74.0% |
| YTD | -11.2% | -27.7% | +16.4% | -7.9% |
| 1Y | -15.6% | -26.2% | +10.5% | -13.4% |
| 3Y | -17.1% | -9.6% | -7.5% | -30.6% |
| 5Y | -35.7% | +15.7% | -51.4% | -58.5% |
| All | -35.7% | +18.7% | -54.4% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling