-19.4%
WDAY vs CCL
-26.7%
+7.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.1% |
| 7D | -7.4% | -4.4% | -3.0% | -7.0% |
| 30D | +1.0% | -18.2% | +19.2% | +2.9% |
| 3M | +32.7% | -17.7% | +50.4% | +34.9% |
| 6M | +25.6% | -13.0% | +38.6% | +27.2% |
| YTD | -13.4% | -24.5% | +11.1% | -9.0% |
| 1Y | -19.4% | -26.9% | +7.6% | -14.5% |
| All | -19.4% | -26.7% | +7.3% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 1y: compounded portfolio wealth divided by compounded CCL 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…
1y analysis · Full analysis span regression · 6 months rolling