+68.6%
WDAY vs LNT
+3.5%
+65.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +3.2% |
| 7D | +1.8% | +1.0% | +0.8% | +2.1% |
| 30D | +4.1% | +9.6% | -5.5% | +7.3% |
| 3M | -4.8% | +5.4% | -10.2% | -3.7% |
| 6M | +68.6% | +3.1% | +65.5% | +79.1% |
| All | +68.6% | +3.5% | +65.2% | +79.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling