+942.5%
CRDO vs WDAY
-25.7%
+968.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | -4.5% | -5.2% | +0.7% | -3.9% |
| 30D | -39.2% | +5.9% | -45.2% | -40.0% |
| 3M | -38.5% | +42.3% | -80.7% | -43.2% |
| 6M | +40.6% | +34.7% | +5.9% | +29.4% |
| YTD | +13.2% | -13.5% | +26.8% | +27.4% |
| 1Y | +2.3% | -18.1% | +20.4% | +17.5% |
| 3Y | +942.5% | -26.4% | +968.9% | +1,128.6% |
| All | +942.5% | -25.7% | +968.2% | +1,128.6% |
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 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