+314.5%
WDAY vs LIN
+551.7%
-237.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +0.4% |
| 7D | -1.2% | +3.3% | -4.5% | -3.1% |
| 30D | +6.8% | +8.8% | -2.0% | +1.5% |
| 3M | +17.8% | +8.6% | +9.2% | +12.0% |
| 6M | +57.8% | +7.0% | +50.8% | +50.2% |
| YTD | -6.0% | +24.3% | -30.3% | -19.5% |
| 1Y | -13.5% | +27.3% | -40.8% | -27.2% |
| 3Y | -7.6% | +38.9% | -46.5% | -27.4% |
| 5Y | -30.5% | +69.4% | -99.9% | -52.5% |
| 10Y | +143.9% | +440.7% | -296.9% | -26.4% |
| All | +314.5% | +551.7% | -237.1% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling