-15.5%
WDAY vs CLBK
+56.6%
-72.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -5.3% | +2.2% | -7.4% | -5.8% |
| 30D | +1.5% | +5.0% | -3.4% | +0.2% |
| 3M | +5.5% | +3.3% | +2.2% | +4.3% |
| 6M | +57.4% | +29.6% | +27.8% | +46.3% |
| YTD | -11.0% | +62.1% | -73.1% | -22.1% |
| 1Y | -15.8% | +64.3% | -80.1% | -26.6% |
| All | -15.5% | +56.6% | -72.1% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling