+302.1%
WDAY vs LPLA
+1,406.7%
-1,104.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | -4.4% | -3.1% | -1.3% | -3.4% |
| 30D | +14.7% | -0.1% | +14.8% | +14.7% |
| 3M | +32.4% | +23.2% | +9.1% | +23.8% |
| 6M | +36.9% | +15.5% | +21.3% | +30.0% |
| YTD | -8.8% | +0.9% | -9.7% | -10.0% |
| 1Y | -15.3% | +0.2% | -15.5% | -16.6% |
| 3Y | -21.2% | +55.2% | -76.4% | -34.2% |
| 5Y | -29.5% | +145.4% | -174.9% | -51.7% |
| 10Y | +120.0% | +1,229.7% | -1,109.6% | -19.0% |
| All | +302.1% | +1,406.7% | -1,104.6% | +82.8% |
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