+811.7%
CLS vs WDAY
-14.8%
+826.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.4% | +9.3% | +8.0% |
| 7D | -10.6% | -4.0% | -6.6% | -10.3% |
| 30D | -38.4% | +1.9% | -40.4% | -38.6% |
| 3M | -29.9% | +5.9% | -35.7% | -30.7% |
| 6M | -40.6% | +48.8% | -89.4% | -44.2% |
| YTD | -24.6% | -11.4% | -13.2% | -18.3% |
| 1Y | -30.8% | -15.5% | -15.3% | -23.8% |
| 3Y | +811.7% | -15.6% | +827.4% | +886.4% |
| All | +811.7% | -14.8% | +826.5% | +886.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling