+112.2%
WDAY vs LYB
+48.3%
+64.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.6% |
| 7D | -5.2% | +0.3% | -5.4% | -5.2% |
| 30D | +5.9% | +2.5% | +3.5% | +5.1% |
| 3M | +42.3% | +1.4% | +40.9% | +41.1% |
| 6M | +34.7% | -3.5% | +38.2% | +34.1% |
| YTD | -13.5% | +52.0% | -65.5% | -25.1% |
| 1Y | -18.1% | +22.1% | -40.1% | -24.7% |
| 3Y | -26.4% | -22.8% | -3.6% | -24.1% |
| 5Y | -30.6% | -3.4% | -27.2% | -34.4% |
| All | +112.2% | +48.3% | +64.0% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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