+36.9%
WDAY vs LSCC
+22.3%
+14.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.0% | -7.4% | -4.7% |
| 7D | -4.4% | +1.3% | -5.7% | -3.8% |
| 30D | +14.7% | -9.7% | +24.4% | +11.3% |
| 3M | +32.4% | -23.7% | +56.1% | +25.5% |
| 6M | +36.9% | +26.5% | +10.4% | +49.6% |
| All | +36.9% | +22.3% | +14.5% | +49.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling