+281.4%
WDAY vs LUMN
-59.4%
+340.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.2% |
| 7D | -5.2% | +2.5% | -7.7% | -5.4% |
| 30D | +5.9% | +10.3% | -4.4% | +5.0% |
| 3M | +42.3% | -18.3% | +60.5% | +44.2% |
| 6M | +34.7% | +4.4% | +30.4% | +32.5% |
| YTD | -13.5% | -10.7% | -2.9% | -14.5% |
| 1Y | -18.1% | +14.0% | -32.0% | -21.7% |
| 3Y | -26.4% | +406.6% | -432.9% | -47.0% |
| 5Y | -30.6% | -36.8% | +6.2% | -32.1% |
| 10Y | +112.9% | -56.2% | +169.1% | +105.7% |
| All | +281.4% | -59.4% | +340.8% | +264.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling