+238.9%
CRM vs WDAY
+114.9%
+124.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.7% |
| 7D | -4.4% | -5.2% | +0.7% | -1.3% |
| 30D | +28.1% | +5.9% | +22.2% | +22.5% |
| 3M | +48.8% | +42.3% | +6.6% | +18.2% |
| 6M | +28.3% | +34.7% | -6.5% | +4.7% |
| YTD | -6.0% | -13.5% | +7.5% | -0.3% |
| 1Y | +1.4% | -18.1% | +19.5% | +10.5% |
| 3Y | +11.8% | -26.4% | +38.2% | +24.9% |
| 5Y | -2.0% | -30.6% | +28.6% | +9.9% |
| All | +238.9% | +114.9% | +124.0% | +108.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling