-35.1%
WDAY vs LSCC
+40.9%
-76.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.3% |
| 7D | -4.6% | +5.0% | -9.6% | -5.5% |
| 30D | +1.2% | -11.7% | +13.0% | +2.7% |
| 3M | +2.6% | -13.3% | +15.9% | +3.6% |
| 6M | +47.8% | -12.5% | +60.3% | +44.6% |
| YTD | -12.1% | +51.2% | -63.3% | -28.3% |
| 1Y | -17.1% | +65.9% | -83.0% | -34.6% |
| 3Y | -17.9% | +95.3% | -113.2% | -45.1% |
| 5Y | -35.1% | +38.6% | -73.7% | -55.7% |
| All | -35.1% | +40.9% | -76.0% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling