+3,542.1%
CLS vs WDAY
-32.3%
+3,574.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.9% | +10.5% | +6.7% |
| 7D | +12.8% | -6.1% | +18.9% | +14.3% |
| 30D | +3.8% | +3.7% | +0.1% | +2.1% |
| 3M | -14.6% | +29.6% | -44.2% | -21.3% |
| 6M | +32.2% | +23.3% | +8.9% | +22.4% |
| YTD | +11.6% | -13.3% | +24.9% | +16.0% |
| 1Y | +35.1% | -19.6% | +54.7% | +43.3% |
| 3Y | +1,312.5% | -25.7% | +1,338.2% | +1,397.2% |
| 5Y | +3,542.1% | -31.6% | +3,573.6% | +3,731.6% |
| All | +3,542.1% | -32.3% | +3,574.3% | +3,731.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling