+57.3%
WDAY vs LSCC
-16.2%
+73.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +7.1% | -10.8% | -1.3% |
| 7D | -2.5% | +13.0% | -15.4% | +2.1% |
| 30D | +4.7% | -19.8% | +24.5% | -2.9% |
| 3M | +13.3% | -18.4% | +31.7% | +7.1% |
| 6M | +57.3% | -16.1% | +73.4% | +63.9% |
| All | +57.3% | -16.2% | +73.5% | +63.9% |
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