-25.7%
WDAY vs CCL
+55.0%
-80.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.5% | -4.6% |
| 7D | -6.1% | -0.1% | -6.0% | -6.1% |
| 30D | +3.7% | -20.0% | +23.7% | +7.8% |
| 3M | +29.6% | -13.7% | +43.2% | +32.7% |
| 6M | +23.3% | -9.0% | +32.3% | +23.9% |
| YTD | -13.3% | -22.8% | +9.5% | -10.0% |
| 1Y | -19.6% | -25.3% | +5.7% | -16.4% |
| 3Y | -25.7% | +54.1% | -79.7% | -37.5% |
| All | -25.7% | +55.0% | -80.7% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling