+296.2%
WDAY vs CL
+147.9%
+148.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.5% | -2.9% |
| 7D | -2.5% | +1.3% | -3.8% | -2.9% |
| 30D | +4.7% | +11.4% | -6.7% | +0.9% |
| 3M | +13.3% | +4.4% | +8.9% | +11.6% |
| 6M | +57.3% | +10.8% | +46.5% | +52.1% |
| YTD | -10.2% | +25.1% | -35.3% | -17.5% |
| 1Y | -14.1% | +28.0% | -42.0% | -21.8% |
| 3Y | -11.7% | +37.6% | -49.3% | -24.2% |
| 5Y | -33.5% | +39.7% | -73.2% | -43.9% |
| 10Y | +133.1% | +75.8% | +57.3% | +72.5% |
| All | +296.2% | +147.9% | +148.3% | +153.3% |
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