-15.3%
WDAY vs LUMN
+42.5%
-57.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.4% | -5.4% |
| 7D | -4.4% | +12.1% | -16.4% | -4.2% |
| 30D | +14.7% | +11.3% | +3.4% | +14.9% |
| 3M | +32.4% | -31.6% | +64.0% | +32.9% |
| 6M | +36.9% | -2.7% | +39.6% | +35.2% |
| YTD | -8.8% | -12.9% | +4.0% | -10.2% |
| 1Y | -15.3% | +36.2% | -51.5% | -20.1% |
| All | -15.3% | +42.5% | -57.8% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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