+287.9%
WDAY vs CCL
+6.9%
+281.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -4.6% | +5.8% | -10.4% | -5.9% |
| 30D | +1.2% | +17.3% | -16.0% | -2.5% |
| 3M | +2.6% | +11.3% | -8.8% | -0.4% |
| 6M | +47.8% | +18.5% | +29.3% | +40.7% |
| YTD | -12.1% | +2.8% | -14.8% | -14.8% |
| 1Y | -17.1% | +16.7% | -33.9% | -22.4% |
| 3Y | -17.9% | +146.0% | -163.9% | -37.5% |
| 5Y | -35.1% | +33.6% | -68.7% | -47.5% |
| 10Y | +130.1% | -29.4% | +159.6% | +96.3% |
| All | +287.9% | +6.9% | +281.0% | +180.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling