-35.7%
WDAY vs CL
+41.5%
-77.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -4.8% | -0.8% | -4.0% | -4.6% |
| 30D | +2.5% | +9.5% | -7.0% | +0.9% |
| 3M | +8.8% | +6.6% | +2.1% | +7.5% |
| 6M | +60.7% | +13.2% | +47.5% | +58.0% |
| YTD | -11.2% | +26.9% | -38.1% | -14.7% |
| 1Y | -15.6% | +27.6% | -43.2% | -19.0% |
| 3Y | -17.1% | +39.1% | -56.2% | -26.0% |
| 5Y | -35.7% | +41.3% | -77.0% | -43.2% |
| All | -35.7% | +41.5% | -77.2% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling