+1,325.8%
CRWD vs WDAY
-9.5%
+1,335.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.2% |
| 7D | -3.0% | -5.2% | +2.2% | +0.1% |
| 30D | -6.8% | +5.9% | -12.7% | -11.9% |
| 3M | +19.6% | +42.3% | -22.7% | -9.1% |
| 6M | +87.1% | +34.7% | +52.4% | +44.5% |
| YTD | +76.4% | -13.5% | +90.0% | +82.2% |
| 1Y | +90.8% | -18.1% | +108.9% | +101.7% |
| 3Y | +380.0% | -26.4% | +406.4% | +419.2% |
| 5Y | +215.6% | -30.6% | +246.2% | +254.1% |
| All | +1,325.8% | -9.5% | +1,335.3% | +1,196.4% |
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