-15.5%
WDAY vs LSCC
+118.1%
-133.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.4% | -9.2% | +1.1% |
| 7D | -5.3% | +14.5% | -19.8% | -5.4% |
| 30D | +1.5% | -0.1% | +1.6% | +1.6% |
| 3M | +5.5% | -2.7% | +8.1% | +5.6% |
| 6M | +57.4% | -4.8% | +62.2% | +56.1% |
| YTD | -11.0% | +66.9% | -77.8% | -20.0% |
| 1Y | -15.8% | +85.8% | -101.6% | -25.9% |
| All | -15.5% | +118.1% | -133.7% | -36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling