+296.2%
WDAY vs LII
+786.0%
-489.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.7% | -2.9% |
| 7D | -2.5% | -0.6% | -1.9% | -2.3% |
| 30D | +4.7% | -4.6% | +9.3% | +6.1% |
| 3M | +13.3% | -21.2% | +34.5% | +23.5% |
| 6M | +57.3% | -36.4% | +93.7% | +81.5% |
| YTD | -10.2% | -28.9% | +18.7% | -3.8% |
| 1Y | -14.1% | -29.5% | +15.5% | -7.7% |
| 3Y | -11.7% | -8.6% | -3.1% | -22.3% |
| 5Y | -33.5% | +20.2% | -53.7% | -51.1% |
| 10Y | +133.1% | +166.2% | -33.2% | +4.9% |
| All | +296.2% | +786.0% | -489.8% | -7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling