+136.8%
WDAY vs LPLA
+756.7%
-619.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.7% |
| 7D | -4.8% | -2.9% | -1.9% | -3.9% |
| 30D | +2.5% | -10.2% | +12.7% | +5.3% |
| 3M | +8.8% | -22.3% | +31.1% | +16.8% |
| 6M | +60.7% | -0.6% | +61.3% | +58.9% |
| YTD | -11.2% | -17.9% | +6.7% | -7.3% |
| 1Y | -15.6% | -22.1% | +6.5% | -10.5% |
| 3Y | -17.1% | +29.3% | -46.4% | -27.7% |
| 5Y | -35.7% | +81.0% | -116.7% | -52.9% |
| All | +136.8% | +756.7% | -619.9% | -9.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling