-38.3%
WDAY vs LUNR
+48.7%
-87.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.2% | +0.3% |
| 7D | -5.2% | -3.1% | -2.0% | -5.1% |
| 30D | +5.9% | -15.3% | +21.3% | +6.1% |
| 3M | +42.3% | -53.2% | +95.4% | +43.3% |
| 6M | +34.7% | -22.2% | +56.9% | +34.5% |
| YTD | -13.5% | -11.6% | -2.0% | -14.0% |
| 1Y | -18.1% | +68.4% | -86.5% | -19.2% |
| 3Y | -26.4% | +216.8% | -243.1% | -27.6% |
| All | -38.3% | +48.7% | -87.0% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 10y: compounded portfolio wealth divided by compounded LUNR 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…
10y analysis · Full analysis span regression · 6 months rolling