-29.6%
CLS vs WDAY
-14.6%
-15.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +2.0% | -11.0% | -8.8% |
| 7D | -21.1% | -1.2% | -19.9% | -21.2% |
| 30D | -38.2% | +6.8% | -45.0% | -37.6% |
| 3M | -36.3% | +17.8% | -54.1% | -34.9% |
| 6M | -43.8% | +57.8% | -101.6% | -39.8% |
| YTD | -20.0% | -6.0% | -14.0% | -2.4% |
| 1Y | -29.6% | -13.5% | -16.0% | -9.6% |
| All | -29.6% | -14.6% | -15.0% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 1y: compounded portfolio wealth divided by compounded WDAY 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…
1y analysis · Full analysis span regression · 6 months rolling