-31.1%
WDAY vs CCL
+1.3%
-32.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.4% |
| 7D | -7.4% | -4.4% | -3.0% | -6.4% |
| 30D | +1.0% | -18.2% | +19.2% | +5.8% |
| 3M | +32.7% | -17.7% | +50.4% | +38.3% |
| 6M | +25.6% | -13.0% | +38.6% | +27.6% |
| YTD | -13.4% | -24.5% | +11.1% | -9.4% |
| 1Y | -19.4% | -26.9% | +7.6% | -15.4% |
| 3Y | -25.8% | +50.8% | -76.5% | -37.9% |
| 5Y | -31.1% | -0.9% | -30.2% | -45.2% |
| All | -31.1% | +1.3% | -32.4% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling