-11.7%
WDAY vs LIN
+36.4%
-48.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.3% |
| 7D | -2.5% | +0.2% | -2.7% | -2.5% |
| 30D | +4.7% | +6.5% | -1.8% | +2.9% |
| 3M | +13.3% | +5.5% | +7.8% | +11.7% |
| 6M | +57.3% | +3.3% | +54.0% | +55.5% |
| YTD | -10.2% | +22.0% | -32.2% | -18.2% |
| 1Y | -14.1% | +25.7% | -39.8% | -22.9% |
| 3Y | -11.7% | +36.2% | -47.9% | -20.8% |
| All | -11.7% | +36.4% | -48.1% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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