-18.3%
WDAY vs LMT
+19.2%
-37.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.3% |
| 7D | -10.5% | -0.5% | -10.0% | -10.6% |
| 30D | +2.1% | -10.8% | +12.9% | +0.3% |
| 3M | +34.6% | +1.6% | +33.0% | +34.8% |
| 6M | +29.9% | -17.6% | +47.5% | +25.3% |
| YTD | -13.8% | +11.6% | -25.4% | -15.7% |
| 1Y | -18.3% | +17.2% | -35.5% | -20.8% |
| All | -18.3% | +19.2% | -37.5% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 1y: compounded portfolio wealth divided by compounded LMT 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…
1y analysis · Full analysis span regression · 6 months rolling