+109.9%
WDAY vs CL
+51.8%
+58.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.7% |
| 7D | -6.1% | -1.4% | -4.7% | -5.7% |
| 30D | +3.7% | -5.2% | +8.9% | +5.4% |
| 3M | +29.6% | +3.3% | +26.3% | +28.9% |
| 6M | +23.3% | -4.4% | +27.7% | +25.0% |
| YTD | -13.3% | +13.9% | -27.2% | -17.2% |
| 1Y | -19.6% | +7.6% | -27.3% | -22.0% |
| 3Y | -25.7% | +29.6% | -55.3% | -34.5% |
| 5Y | -31.6% | +28.1% | -59.6% | -40.0% |
| 10Y | +109.9% | +53.4% | +56.6% | +68.0% |
| All | +109.9% | +51.8% | +58.1% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling