+303.5%
WDAY vs LPLA
+1,127.6%
-824.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +3.0% | +3.0% |
| 7D | +1.8% | -0.9% | +2.8% | +2.1% |
| 30D | +4.1% | -9.5% | +13.6% | +6.6% |
| 3M | -4.8% | -21.9% | +17.0% | +1.8% |
| 6M | +68.6% | -2.6% | +71.2% | +68.0% |
| YTD | -8.5% | -17.8% | +9.3% | -4.6% |
| 1Y | -12.1% | -21.2% | +9.1% | -7.3% |
| 3Y | -13.2% | +30.6% | -43.8% | -24.1% |
| 5Y | -33.7% | +81.3% | -115.1% | -50.3% |
| 10Y | +137.4% | +773.9% | -636.5% | -0.9% |
| All | +303.5% | +1,127.6% | -824.1% | +93.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling