-7.6%
WDAY vs LIN
+38.9%
-46.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +1.2% |
| 7D | -1.2% | +3.3% | -4.5% | -2.1% |
| 30D | +6.8% | +8.8% | -2.0% | +4.4% |
| 3M | +17.8% | +8.6% | +9.2% | +15.2% |
| 6M | +57.8% | +7.0% | +50.8% | +54.3% |
| YTD | -6.0% | +24.3% | -30.3% | -14.8% |
| 1Y | -13.5% | +27.3% | -40.8% | -22.6% |
| All | -7.6% | +38.9% | -46.5% | -17.6% |
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