-25.7%
WDAY vs LPLA
+50.5%
-76.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.5% | -2.3% | -4.1% |
| 7D | -6.1% | -2.1% | -4.0% | -5.5% |
| 30D | +3.7% | -3.3% | +7.0% | +4.7% |
| 3M | +29.6% | +23.5% | +6.0% | +22.2% |
| 6M | +23.3% | +12.0% | +11.3% | +18.9% |
| YTD | -13.3% | -1.7% | -11.6% | -13.7% |
| 1Y | -19.6% | +3.2% | -22.9% | -21.3% |
| 3Y | -25.7% | +46.2% | -71.9% | -32.9% |
| All | -25.7% | +50.5% | -76.1% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling