+302.1%
WDAY vs LNT
+382.6%
-80.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.3% | -5.4% |
| 7D | -4.4% | -0.1% | -4.3% | -4.3% |
| 30D | +14.7% | -3.2% | +17.9% | +15.5% |
| 3M | +32.4% | -4.1% | +36.4% | +33.5% |
| 6M | +36.9% | -4.6% | +41.4% | +37.7% |
| YTD | -8.8% | +7.0% | -15.8% | -11.2% |
| 1Y | -15.3% | +8.3% | -23.6% | -17.8% |
| 3Y | -21.2% | +51.0% | -72.2% | -30.8% |
| 5Y | -29.5% | +30.2% | -59.7% | -36.1% |
| 10Y | +120.0% | +143.6% | -23.6% | +71.2% |
| All | +302.1% | +382.6% | -80.4% | +167.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling