-11.7%
WDAY vs LSCC
+81.4%
-93.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +7.1% | -10.8% | -3.7% |
| 7D | -2.5% | +13.0% | -15.4% | -2.6% |
| 30D | +4.7% | -19.8% | +24.5% | +5.0% |
| 3M | +13.3% | -18.4% | +31.7% | +13.7% |
| 6M | +57.3% | -16.1% | +73.4% | +55.5% |
| YTD | -10.2% | +42.7% | -52.9% | -19.2% |
| 1Y | -14.1% | +68.0% | -82.1% | -25.2% |
| 3Y | -11.7% | +85.8% | -97.5% | -32.7% |
| All | -11.7% | +81.4% | -93.1% | -32.7% |
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