+11.8%
CRM vs WDAY
-25.7%
+37.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | -4.4% | -5.2% | +0.7% | -1.5% |
| 30D | +28.1% | +5.9% | +22.2% | +22.8% |
| 3M | +48.8% | +42.3% | +6.6% | +19.2% |
| 6M | +28.3% | +34.7% | -6.5% | +5.5% |
| YTD | -6.0% | -13.5% | +7.5% | -1.8% |
| 1Y | +1.4% | -18.1% | +19.5% | +8.6% |
| 3Y | +11.8% | -26.4% | +38.2% | +20.2% |
| All | +11.8% | -25.7% | +37.5% | +20.2% |
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