-20.8%
WDAY vs LIN
+27.3%
-48.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.1% |
| 7D | -4.4% | -2.1% | -2.2% | -3.7% |
| 30D | +14.7% | -2.4% | +17.2% | +15.6% |
| 3M | +32.4% | -5.6% | +37.9% | +34.5% |
| 6M | +36.9% | -3.4% | +40.3% | +37.5% |
| YTD | -8.8% | +13.1% | -21.9% | -15.5% |
| 1Y | -15.3% | +2.5% | -17.8% | -17.2% |
| All | -20.8% | +27.3% | -48.1% | -32.5% |
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