-13.5%
WDAY vs CLF
+12.5%
-26.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -9.2% | +11.2% | +1.7% |
| 7D | -1.2% | -7.9% | +6.7% | -1.5% |
| 30D | +6.8% | +5.2% | +1.6% | +6.8% |
| 3M | +17.8% | +4.3% | +13.5% | +17.9% |
| 6M | +57.8% | +25.3% | +32.6% | +58.6% |
| YTD | -6.0% | -3.3% | -2.7% | -3.0% |
| 1Y | -13.5% | +20.2% | -33.8% | -14.7% |
| All | -13.5% | +12.5% | -26.1% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling