+119.3%
WDAY vs LSCC
+1,763.3%
-1,644.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.0% | -7.4% | -5.9% |
| 7D | -4.4% | +1.3% | -5.7% | -4.7% |
| 30D | +14.7% | -9.7% | +24.4% | +17.0% |
| 3M | +32.4% | -23.7% | +56.1% | +37.3% |
| 6M | +36.9% | +26.5% | +10.4% | +20.4% |
| YTD | -8.8% | +57.5% | -66.4% | -26.2% |
| 1Y | -15.3% | +75.7% | -91.0% | -34.4% |
| 3Y | -21.2% | +19.5% | -40.7% | -36.6% |
| 5Y | -29.5% | +83.8% | -113.3% | -53.7% |
| All | +119.3% | +1,763.3% | -1,644.0% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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