+287.9%
WDAY vs LPLA
+1,193.6%
-905.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | -4.6% | +3.6% | -8.2% | -5.7% |
| 30D | +1.2% | -6.8% | +8.0% | +2.8% |
| 3M | +2.6% | -17.0% | +19.6% | +7.7% |
| 6M | +47.8% | +1.8% | +45.9% | +45.2% |
| YTD | -12.1% | -13.4% | +1.3% | -9.7% |
| 1Y | -17.1% | -17.5% | +0.4% | -13.8% |
| 3Y | -17.9% | +36.5% | -54.3% | -29.1% |
| 5Y | -35.1% | +92.6% | -127.7% | -52.2% |
| 10Y | +130.1% | +809.2% | -679.1% | -5.1% |
| All | +287.9% | +1,193.6% | -905.7% | +83.3% |
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