+282.1%
WDAY vs LYB
+165.9%
+116.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -7.4% | -3.1% | -4.3% | -6.6% |
| 30D | +1.0% | +4.0% | -3.0% | -0.3% |
| 3M | +32.7% | +2.4% | +30.3% | +31.1% |
| 6M | +25.6% | -1.4% | +27.0% | +24.1% |
| YTD | -13.4% | +53.9% | -67.3% | -25.9% |
| 1Y | -19.4% | +26.1% | -45.4% | -27.1% |
| 3Y | -25.8% | -21.0% | -4.7% | -24.0% |
| 5Y | -31.1% | -0.7% | -30.3% | -35.7% |
| 10Y | +113.3% | +49.3% | +64.1% | +54.5% |
| All | +282.1% | +165.9% | +116.3% | +135.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling