+303.5%
WDAY vs LNT
+425.3%
-121.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.9% |
| 7D | +1.8% | +1.0% | +0.8% | +1.6% |
| 30D | +4.1% | +9.6% | -5.5% | +1.9% |
| 3M | -4.8% | +5.4% | -10.2% | -6.0% |
| 6M | +68.6% | +3.1% | +65.5% | +66.9% |
| YTD | -8.5% | +16.5% | -25.0% | -12.6% |
| 1Y | -12.1% | +12.3% | -24.4% | -15.2% |
| 3Y | -13.2% | +70.3% | -83.5% | -25.9% |
| 5Y | -33.7% | +56.4% | -90.1% | -42.7% |
| 10Y | +137.4% | +184.3% | -46.9% | +79.0% |
| All | +303.5% | +425.3% | -121.8% | +162.8% |
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 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