-15.3%
WDAY vs LNG
+23.0%
-38.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.3% |
| 7D | -4.4% | +3.4% | -7.8% | -4.1% |
| 30D | +14.7% | +14.9% | -0.1% | +15.7% |
| 3M | +32.4% | +21.4% | +11.0% | +32.1% |
| 6M | +36.9% | +17.8% | +19.1% | +37.5% |
| YTD | -8.8% | +51.3% | -60.1% | -6.5% |
| 1Y | -15.3% | +24.4% | -39.7% | -7.7% |
| All | -15.3% | +23.0% | -38.3% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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