-35.2%
WDAY vs LTH
+142.3%
-177.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -4.0% | +7.0% | -11.0% | -5.5% |
| 30D | +1.9% | +15.4% | -13.5% | -1.6% |
| 3M | +5.9% | +7.0% | -1.1% | +3.9% |
| 6M | +48.8% | +46.9% | +1.9% | +35.1% |
| YTD | -11.4% | +76.4% | -87.9% | -24.1% |
| 1Y | -15.5% | +83.7% | -99.3% | -28.4% |
| 3Y | -15.6% | +248.9% | -264.5% | -41.9% |
| 5Y | -35.2% | +141.8% | -177.0% | -57.0% |
| All | -35.2% | +142.3% | -177.5% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling