+7.1%
CRM vs WDAY
-15.6%
+22.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.4% | +3.4% | +1.3% |
| 7D | +1.3% | -4.4% | +5.6% | +3.9% |
| 30D | +34.3% | +14.7% | +19.6% | +22.0% |
| 3M | +37.7% | +32.4% | +5.3% | +13.3% |
| 6M | +34.9% | +36.9% | -1.9% | +7.8% |
| YTD | -1.6% | -8.8% | +7.2% | +0.7% |
| 1Y | +7.1% | -15.3% | +22.4% | +13.9% |
| All | +7.1% | -15.6% | +22.7% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling