-26.2%
WDAY vs LMT
+34.6%
-60.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | -0.3% |
| 7D | -7.4% | -1.3% | -6.0% | -7.4% |
| 30D | +1.0% | -12.5% | +13.5% | +0.3% |
| 3M | +32.7% | -0.5% | +33.1% | +32.5% |
| 6M | +25.6% | -20.0% | +45.6% | +24.4% |
| YTD | -13.4% | +10.4% | -23.8% | -14.2% |
| 1Y | -19.4% | +17.7% | -37.1% | -20.2% |
| All | -26.2% | +34.6% | -60.8% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling