-13.5%
WDAY vs LOW
-0.5%
-13.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.5% | -5.5% | +1.3% |
| 7D | -1.2% | +15.6% | -16.8% | -2.6% |
| 30D | +6.8% | +28.6% | -21.8% | +4.4% |
| 3M | +17.8% | +5.8% | +12.0% | +16.7% |
| 6M | +57.8% | +3.8% | +54.0% | +55.3% |
| YTD | -6.0% | -2.8% | -3.2% | -7.7% |
| 1Y | -13.5% | -1.4% | -12.1% | -15.5% |
| All | -13.5% | -0.5% | -13.1% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 1y: compounded portfolio wealth divided by compounded LOW 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…
1y analysis · Full analysis span regression · 6 months rolling