-31.1%
WDAY vs LMT
+71.0%
-102.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | -0.1% |
| 7D | -7.4% | -1.3% | -6.0% | -7.3% |
| 30D | +1.0% | -12.5% | +13.5% | +1.3% |
| 3M | +32.7% | -0.5% | +33.1% | +32.5% |
| 6M | +25.6% | -20.0% | +45.6% | +26.7% |
| YTD | -13.4% | +10.4% | -23.8% | -14.9% |
| 1Y | -19.4% | +17.7% | -37.1% | -21.2% |
| 3Y | -25.8% | +34.3% | -60.0% | -30.0% |
| 5Y | -31.1% | +71.8% | -102.9% | -37.1% |
| All | -31.1% | +71.0% | -102.1% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling