+122.5%
CRWV vs WDAY
-23.9%
+146.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.1% |
| 7D | -0.4% | -5.2% | +4.7% | -0.6% |
| 30D | -17.4% | +5.9% | -23.3% | -17.4% |
| 3M | -7.1% | +42.3% | -49.3% | -9.3% |
| 6M | +8.6% | +34.7% | -26.1% | +8.4% |
| YTD | +24.3% | -13.5% | +37.8% | +47.2% |
| 1Y | -21.0% | -18.1% | -3.0% | -5.3% |
| All | +122.5% | -23.9% | +146.4% | +149.5% |
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