+3,038.3%
CLS vs WDAY
+111.3%
+2,927.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +20.1% | -7.4% | +27.5% | +22.5% |
| 30D | +6.0% | +1.0% | +5.0% | +4.8% |
| 3M | -10.3% | +32.7% | -43.0% | -19.2% |
| 6M | +24.5% | +25.6% | -1.1% | +12.3% |
| YTD | +12.9% | -13.4% | +26.2% | +13.9% |
| 1Y | +36.7% | -19.4% | +56.0% | +40.5% |
| 3Y | +1,328.1% | -25.8% | +1,353.8% | +1,372.0% |
| 5Y | +3,682.3% | -31.1% | +3,713.4% | +3,744.3% |
| 10Y | +3,038.3% | +113.3% | +2,925.0% | +2,218.3% |
| All | +3,038.3% | +111.3% | +2,927.0% | +2,218.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling