+545.1%
CRM vs WDAY
+285.2%
+259.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | -8.1% | -10.5% | +2.4% | -2.3% |
| 30D | +23.1% | +2.1% | +20.9% | +20.5% |
| 3M | +42.5% | +34.6% | +7.9% | +19.0% |
| 6M | +25.3% | +29.9% | -4.6% | +6.3% |
| YTD | -7.8% | -13.8% | +6.0% | -2.3% |
| 1Y | +1.0% | -18.3% | +19.3% | +9.7% |
| 3Y | +10.0% | -26.2% | +36.1% | +22.3% |
| 5Y | -3.9% | -30.8% | +26.9% | +7.9% |
| 10Y | +233.2% | +112.2% | +120.9% | +108.5% |
| All | +545.1% | +285.2% | +259.9% | +242.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling