+302.1%
WDAY vs CL
+126.6%
+175.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -4.9% |
| 7D | -4.4% | -2.2% | -2.2% | -3.6% |
| 30D | +14.7% | -4.8% | +19.6% | +16.7% |
| 3M | +32.4% | +4.9% | +27.5% | +30.7% |
| 6M | +36.9% | -5.7% | +42.6% | +39.4% |
| YTD | -8.8% | +14.4% | -23.2% | -13.6% |
| 1Y | -15.3% | +8.7% | -24.0% | -18.4% |
| 3Y | -21.2% | +30.0% | -51.2% | -31.3% |
| 5Y | -29.5% | +28.4% | -57.9% | -38.8% |
| 10Y | +120.0% | +50.1% | +69.9% | +73.8% |
| All | +302.1% | +126.6% | +175.5% | +165.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling