-35.2%
WDAY vs LIN
+63.8%
-99.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.9% |
| 7D | -4.0% | +0.1% | -4.1% | -4.1% |
| 30D | +1.9% | +7.6% | -5.6% | -2.0% |
| 3M | +5.9% | +6.5% | -0.7% | +2.3% |
| 6M | +48.8% | +6.2% | +42.6% | +43.0% |
| YTD | -11.4% | +23.2% | -34.7% | -23.5% |
| 1Y | -15.5% | +25.4% | -40.9% | -28.0% |
| 3Y | -15.6% | +38.3% | -53.9% | -34.0% |
| 5Y | -35.2% | +64.4% | -99.6% | -57.0% |
| All | -35.2% | +63.8% | -99.0% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling