+302.1%
WDAY vs LIN
+493.1%
-191.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -4.8% |
| 7D | -4.4% | -2.1% | -2.2% | -3.1% |
| 30D | +14.7% | -2.4% | +17.2% | +16.5% |
| 3M | +32.4% | -5.6% | +37.9% | +36.6% |
| 6M | +36.9% | -3.4% | +40.3% | +38.0% |
| YTD | -8.8% | +13.1% | -21.9% | -17.3% |
| 1Y | -15.3% | +2.5% | -17.8% | -18.3% |
| 3Y | -21.2% | +27.6% | -48.8% | -34.9% |
| 5Y | -29.5% | +63.0% | -92.5% | -50.8% |
| 10Y | +120.0% | +359.3% | -239.2% | -26.0% |
| All | +302.1% | +493.1% | -191.0% | +28.3% |
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