-19.4%
WDAY vs LTH
+43.6%
-62.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | 0.0% |
| 7D | -7.4% | -4.0% | -3.4% | -7.2% |
| 30D | +1.0% | -1.7% | +2.7% | +1.1% |
| 3M | +32.7% | +28.0% | +4.7% | +34.2% |
| 6M | +25.6% | +54.1% | -28.5% | +22.2% |
| YTD | -13.4% | +57.1% | -70.4% | -15.4% |
| 1Y | -19.4% | +45.8% | -65.1% | -18.7% |
| All | -19.4% | +43.6% | -62.9% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling