+1,369.7%
CRWD vs WDAY
-4.6%
+1,374.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | +2.4% |
| 7D | -2.4% | -4.4% | +1.9% | -0.1% |
| 30D | +1.5% | +14.7% | -13.2% | -8.6% |
| 3M | +18.5% | +32.4% | -13.8% | -5.4% |
| 6M | +109.1% | +36.9% | +72.2% | +60.2% |
| YTD | +81.8% | -8.8% | +90.7% | +82.0% |
| 1Y | +106.7% | -15.3% | +122.0% | +114.6% |
| 3Y | +428.7% | -21.2% | +449.9% | +448.2% |
| 5Y | +206.4% | -29.5% | +235.9% | +241.6% |
| All | +1,369.7% | -4.6% | +1,374.2% | +1,195.2% |
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 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