-10.0%
CRM vs WDAY
-14.6%
+4.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +1.0% |
| 7D | -6.2% | -1.2% | -5.0% | -5.5% |
| 30D | -1.2% | +6.8% | -8.0% | -5.1% |
| 3M | +19.1% | +17.8% | +1.3% | +5.9% |
| 6M | +23.0% | +57.8% | -34.8% | -10.6% |
| YTD | -13.7% | -6.0% | -7.7% | -10.0% |
| 1Y | -10.0% | -13.5% | +3.6% | -2.0% |
| All | -10.0% | -14.6% | +4.6% | -2.0% |
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