+4,440.0%
CLS vs WDAY
+307.5%
+4,132.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +2.2% |
| 7D | +4.6% | -4.4% | +8.9% | +5.7% |
| 30D | -13.9% | +14.7% | -28.6% | -17.5% |
| 3M | -26.6% | +32.4% | -58.9% | -33.1% |
| 6M | +15.4% | +36.9% | -21.5% | +2.4% |
| YTD | +5.7% | -8.8% | +14.5% | +4.7% |
| 1Y | +41.1% | -15.3% | +56.4% | +42.2% |
| 3Y | +1,228.6% | -21.2% | +1,249.8% | +1,240.5% |
| 5Y | +3,240.6% | -29.5% | +3,270.1% | +3,266.8% |
| 10Y | +2,760.3% | +120.0% | +2,640.3% | +1,992.5% |
| All | +4,440.0% | +307.5% | +4,132.5% | +2,995.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling