+302.1%
WDAY vs LII
+908.0%
-605.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.5% | -5.8% |
| 7D | -4.4% | -0.7% | -3.6% | -4.1% |
| 30D | +14.7% | -12.6% | +27.3% | +20.8% |
| 3M | +32.4% | -24.4% | +56.8% | +43.9% |
| 6M | +36.9% | -28.7% | +65.6% | +49.9% |
| YTD | -8.8% | -19.1% | +10.3% | -6.6% |
| 1Y | -15.3% | -29.7% | +14.4% | -8.0% |
| 3Y | -21.2% | +4.8% | -26.0% | -34.2% |
| 5Y | -29.5% | +24.6% | -54.1% | -48.2% |
| 10Y | +120.0% | +169.2% | -49.2% | +1.2% |
| All | +302.1% | +908.0% | -605.9% | -9.7% |
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