-38.1%
WDAY vs LUNR
+62.5%
-100.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.9% | -10.7% | -4.9% |
| 7D | -6.1% | +6.5% | -12.6% | -6.2% |
| 30D | +3.7% | -4.4% | +8.1% | +3.7% |
| 3M | +29.6% | -47.3% | +76.8% | +30.3% |
| 6M | +23.3% | -11.1% | +34.4% | +22.9% |
| YTD | -13.3% | -3.4% | -9.9% | -13.8% |
| 1Y | -19.6% | +85.8% | -105.4% | -20.8% |
| 3Y | -25.7% | +264.7% | -290.3% | -26.9% |
| All | -38.1% | +62.5% | -100.6% | -36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling