+3,140.1%
CLS vs WDAY
+295.9%
+2,844.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.4% | +9.3% | +8.2% |
| 7D | -10.6% | -4.0% | -6.6% | -9.7% |
| 30D | -38.4% | +1.9% | -40.4% | -39.0% |
| 3M | -29.9% | +5.9% | -35.7% | -32.0% |
| 6M | -40.6% | +48.8% | -89.4% | -48.3% |
| YTD | -24.6% | -11.4% | -13.2% | -25.3% |
| 1Y | -30.8% | -15.5% | -15.3% | -30.5% |
| 3Y | +811.7% | -15.6% | +827.4% | +795.3% |
| 5Y | +1,838.4% | -35.2% | +1,873.6% | +1,882.8% |
| 10Y | +1,751.5% | +123.9% | +1,627.6% | +1,241.0% |
| All | +3,140.1% | +295.9% | +2,844.3% | +2,107.9% |
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