+111.5%
WDAY vs LPLA
+1,226.8%
-1,115.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -10.5% | -3.7% | -6.9% | -9.5% |
| 30D | +2.1% | -6.4% | +8.5% | +4.2% |
| 3M | +34.6% | +20.2% | +14.5% | +26.9% |
| 6M | +29.9% | +12.8% | +17.1% | +24.2% |
| YTD | -13.8% | -2.5% | -11.3% | -14.0% |
| 1Y | -18.3% | +1.9% | -20.2% | -19.9% |
| 3Y | -26.2% | +45.0% | -71.1% | -36.9% |
| 5Y | -30.8% | +146.6% | -177.4% | -53.3% |
| All | +111.5% | +1,226.8% | -1,115.3% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LPLA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling