+111.5%
WDAY vs LNT
+148.3%
-36.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -10.5% | -1.1% | -9.4% | -10.3% |
| 30D | +2.1% | -1.9% | +4.0% | +2.5% |
| 3M | +34.6% | -7.2% | +41.8% | +37.0% |
| 6M | +29.9% | -3.9% | +33.8% | +30.4% |
| YTD | -13.8% | +5.9% | -19.7% | -16.0% |
| 1Y | -18.3% | +8.4% | -26.6% | -21.0% |
| 3Y | -26.2% | +46.6% | -72.8% | -35.5% |
| 5Y | -30.8% | +32.4% | -63.3% | -38.4% |
| All | +111.5% | +148.3% | -36.8% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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