-13.5%
WDAY vs LVS
-31.5%
+18.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.5% | -4.5% | -0.6% |
| 7D | -1.2% | +13.4% | -14.6% | -6.3% |
| 30D | +6.8% | +12.2% | -5.4% | +1.7% |
| 3M | +17.8% | -10.7% | +28.6% | +23.9% |
| 6M | +57.8% | -19.8% | +77.7% | +72.8% |
| YTD | -6.0% | -35.8% | +29.8% | +9.0% |
| 1Y | -13.5% | -31.8% | +18.3% | -1.7% |
| All | -13.5% | -31.5% | +18.0% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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