+302.1%
WDAY vs LVS
+60.0%
+242.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | -4.4% | -1.5% | -2.9% | -3.9% |
| 30D | +14.7% | -3.2% | +18.0% | +16.0% |
| 3M | +32.4% | -12.0% | +44.3% | +38.0% |
| 6M | +36.9% | -19.9% | +56.8% | +46.9% |
| YTD | -8.8% | -30.6% | +21.8% | +2.2% |
| 1Y | -15.3% | -17.7% | +2.5% | -10.9% |
| 3Y | -21.2% | -14.2% | -7.0% | -21.2% |
| 5Y | -29.5% | +9.6% | -39.1% | -39.2% |
| 10Y | +120.0% | +5.7% | +114.4% | +76.4% |
| All | +302.1% | +60.0% | +242.1% | +241.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling