+111.5%
WDAY vs LVS
-0.5%
+112.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | 0.0% |
| 7D | -10.5% | -4.3% | -6.3% | -9.3% |
| 30D | +2.1% | -6.8% | +8.9% | +4.5% |
| 3M | +34.6% | -15.6% | +50.3% | +42.2% |
| 6M | +29.9% | -20.6% | +50.5% | +39.8% |
| YTD | -13.8% | -33.4% | +19.6% | -2.3% |
| 1Y | -18.3% | -20.1% | +1.9% | -13.3% |
| 3Y | -26.2% | -7.4% | -18.7% | -28.1% |
| 5Y | -30.8% | +8.5% | -39.3% | -40.1% |
| All | +111.5% | -0.5% | +112.0% | +71.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling