+43.0%
WDAY vs CLBK
+65.5%
-22.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -5.2% | -1.5% | -3.7% | -4.8% |
| 30D | +5.9% | -1.0% | +7.0% | +6.2% |
| 3M | +42.3% | +22.9% | +19.3% | +33.8% |
| 6M | +34.7% | +44.2% | -9.5% | +20.6% |
| YTD | -13.5% | +64.0% | -77.5% | -25.5% |
| 1Y | -18.1% | +65.7% | -83.8% | -29.8% |
| 3Y | -26.4% | +54.1% | -80.4% | -37.2% |
| 5Y | -30.6% | +44.7% | -75.3% | -43.1% |
| All | +43.0% | +65.5% | -22.4% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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