+1,462.8%
CRWD vs WDAY
-4.3%
+1,467.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.5% | -3.3% |
| 7D | +4.5% | +1.8% | +2.6% | +3.2% |
| 30D | -9.1% | +4.1% | -13.2% | -11.7% |
| 3M | +0.5% | -4.8% | +5.3% | +2.1% |
| 6M | +61.1% | +68.6% | -7.5% | +8.2% |
| YTD | +93.4% | -8.5% | +101.9% | +91.9% |
| 1Y | +71.1% | -12.1% | +83.2% | +73.5% |
| 3Y | +351.1% | -13.2% | +364.2% | +335.1% |
| 5Y | +218.8% | -33.7% | +252.6% | +267.5% |
| All | +1,462.8% | -4.3% | +1,467.1% | +1,265.0% |
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