-30.6%
WDAY vs LYB
-4.6%
-26.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.5% |
| 7D | -5.2% | +0.3% | -5.4% | -5.2% |
| 30D | +5.9% | +2.5% | +3.5% | +5.2% |
| 3M | +42.3% | +1.4% | +40.9% | +41.3% |
| 6M | +34.7% | -3.5% | +38.2% | +34.3% |
| YTD | -13.5% | +52.0% | -65.5% | -23.7% |
| 1Y | -18.1% | +22.1% | -40.1% | -23.5% |
| 3Y | -26.4% | -22.8% | -3.6% | -23.6% |
| All | -30.6% | -4.6% | -26.0% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling