+302.1%
WDAY vs LNG
+1,830.3%
-1,528.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.5% |
| 7D | -4.4% | +3.4% | -7.8% | -5.3% |
| 30D | +14.7% | +14.9% | -0.1% | +10.2% |
| 3M | +32.4% | +21.4% | +11.0% | +24.8% |
| 6M | +36.9% | +17.8% | +19.1% | +29.4% |
| YTD | -8.8% | +51.3% | -60.1% | -20.0% |
| 1Y | -15.3% | +24.4% | -39.7% | -21.5% |
| 3Y | -21.2% | +79.7% | -100.9% | -35.6% |
| 5Y | -29.5% | +241.3% | -270.8% | -54.2% |
| 10Y | +120.0% | +603.1% | -483.1% | +7.0% |
| All | +302.1% | +1,830.3% | -1,528.2% | +97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling