+314.5%
WDAY vs LSCC
+2,912.6%
-2,598.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.7% |
| 7D | -1.2% | +3.0% | -4.2% | -2.1% |
| 30D | +6.8% | -19.3% | +26.1% | +10.9% |
| 3M | +17.8% | -22.3% | +40.1% | +22.2% |
| 6M | +57.8% | -14.6% | +72.4% | +55.1% |
| YTD | -6.0% | +45.8% | -51.8% | -21.7% |
| 1Y | -13.5% | +69.6% | -83.2% | -31.1% |
| 3Y | -7.6% | +86.1% | -93.7% | -33.7% |
| 5Y | -30.5% | +30.7% | -61.2% | -47.6% |
| 10Y | +143.9% | +1,283.9% | -1,140.0% | +6.0% |
| All | +314.5% | +2,912.6% | -2,598.1% | +62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling