-27.8%
WDAY vs LTH
+156.3%
-184.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.1% | -4.4% |
| 7D | -6.1% | +1.5% | -7.6% | -6.4% |
| 30D | +3.7% | -3.1% | +6.8% | +4.3% |
| 3M | +29.6% | +28.1% | +1.5% | +22.4% |
| 6M | +23.3% | +67.4% | -44.1% | +7.5% |
| YTD | -13.3% | +59.8% | -73.1% | -23.6% |
| 1Y | -19.6% | +45.6% | -65.2% | -27.7% |
| 3Y | -25.7% | +162.0% | -187.7% | -44.6% |
| All | -27.8% | +156.3% | -184.1% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling