-13.2%
WDAY vs LVS
-9.1%
-4.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.4% | +2.5% |
| 7D | +1.8% | -0.8% | +2.7% | +2.0% |
| 30D | +4.1% | +10.0% | -5.9% | +1.8% |
| 3M | -4.8% | -11.0% | +6.2% | -2.5% |
| 6M | +68.6% | -20.1% | +88.8% | +76.7% |
| YTD | -8.5% | -36.3% | +27.8% | -0.4% |
| 1Y | -12.1% | -36.8% | +24.7% | -4.2% |
| 3Y | -13.2% | -9.5% | -3.6% | -13.4% |
| All | -13.2% | -9.1% | -4.1% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling