-24.1%
WDAY vs LTH
+160.9%
-185.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | -4.4% | -0.6% | -3.7% | -4.2% |
| 30D | +14.7% | -4.6% | +19.3% | +15.9% |
| 3M | +32.4% | +32.8% | -0.4% | +23.9% |
| 6M | +36.9% | +64.6% | -27.7% | +19.8% |
| YTD | -8.8% | +62.6% | -71.5% | -20.0% |
| 1Y | -15.3% | +49.9% | -65.2% | -24.3% |
| 3Y | -21.2% | +151.3% | -172.5% | -40.5% |
| All | -24.1% | +160.9% | -185.0% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling