-13.2%
WDAY vs LNG
+85.6%
-98.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.3% | +3.1% |
| 7D | +1.8% | +11.3% | -9.5% | +1.0% |
| 30D | +4.1% | +10.6% | -6.6% | +2.9% |
| 3M | -4.8% | +16.1% | -21.0% | -6.4% |
| 6M | +68.6% | +29.6% | +39.1% | +62.6% |
| YTD | -8.5% | +60.3% | -68.9% | -15.7% |
| 1Y | -12.1% | +46.1% | -58.2% | -17.4% |
| 3Y | -13.2% | +85.9% | -99.1% | -21.1% |
| All | -13.2% | +85.6% | -98.8% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling