-15.8%
WDAY vs CL
+27.4%
-43.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -5.3% | -0.8% | -4.5% | -5.2% |
| 30D | +1.5% | +9.5% | -8.0% | +0.3% |
| 3M | +5.5% | +6.8% | -1.3% | +4.2% |
| 6M | +57.4% | +14.3% | +43.2% | +58.5% |
| YTD | -11.0% | +27.0% | -38.0% | -10.3% |
| 1Y | -15.8% | +26.3% | -42.1% | -15.0% |
| All | -15.8% | +27.4% | -43.1% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling