-31.1%
WDAY vs LNT
+31.1%
-62.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | -7.4% | +0.2% | -7.6% | -7.4% |
| 30D | +1.0% | -0.5% | +1.5% | +1.0% |
| 3M | +32.7% | -5.5% | +38.2% | +33.7% |
| 6M | +25.6% | -3.8% | +29.4% | +25.9% |
| YTD | -13.4% | +6.8% | -20.2% | -15.3% |
| 1Y | -19.4% | +9.3% | -28.7% | -21.7% |
| 3Y | -25.8% | +47.9% | -73.7% | -34.0% |
| 5Y | -31.1% | +31.6% | -62.7% | -37.8% |
| All | -31.1% | +31.1% | -62.2% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling