+34.7%
WDAY vs LUMN
+3.9%
+30.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.5% |
| 7D | -5.2% | +2.5% | -7.7% | -4.9% |
| 30D | +5.9% | +10.3% | -4.4% | +7.3% |
| 3M | +42.3% | -18.3% | +60.5% | +40.2% |
| 6M | +34.7% | +4.4% | +30.4% | +31.4% |
| All | +34.7% | +3.9% | +30.8% | +31.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling