+130.1%
WDAY vs CL
+78.1%
+52.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -4.6% | +2.6% | -7.2% | -5.3% |
| 30D | +1.2% | +11.8% | -10.5% | -2.1% |
| 3M | +2.6% | +5.9% | -3.4% | +0.8% |
| 6M | +47.8% | +13.3% | +34.4% | +42.6% |
| YTD | -12.1% | +27.1% | -39.2% | -18.7% |
| 1Y | -17.1% | +28.0% | -45.1% | -23.6% |
| 3Y | -17.9% | +39.4% | -57.3% | -28.8% |
| 5Y | -35.1% | +40.8% | -75.9% | -44.4% |
| 10Y | +130.1% | +84.9% | +45.3% | +72.0% |
| All | +130.1% | +78.1% | +52.0% | +72.0% |
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