+111.5%
WDAY vs LNG
+561.0%
-449.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | -10.5% | -4.5% | -6.1% | -9.5% |
| 30D | +2.1% | +4.7% | -2.6% | +0.8% |
| 3M | +34.6% | +15.1% | +19.5% | +29.0% |
| 6M | +29.9% | +13.6% | +16.3% | +24.2% |
| YTD | -13.8% | +44.0% | -57.8% | -23.1% |
| 1Y | -18.3% | +18.4% | -36.6% | -23.0% |
| 3Y | -26.2% | +75.9% | -102.0% | -39.1% |
| 5Y | -30.8% | +231.7% | -262.5% | -55.0% |
| All | +111.5% | +561.0% | -449.5% | +5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling