+131.0%
WDAY vs CLF
+83.8%
+47.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.9% |
| 7D | -5.3% | +2.3% | -7.6% | -5.8% |
| 30D | +1.5% | +1.9% | -0.4% | +0.6% |
| 3M | +5.5% | +5.9% | -0.4% | +3.5% |
| 6M | +57.4% | +16.9% | +40.5% | +50.3% |
| YTD | -11.0% | -1.1% | -9.9% | -13.9% |
| 1Y | -15.8% | +28.8% | -44.6% | -22.2% |
| 3Y | -16.9% | -20.6% | +3.7% | -21.7% |
| 5Y | -35.3% | -41.5% | +6.3% | -37.8% |
| 10Y | +131.0% | +87.5% | +43.5% | +62.4% |
| All | +131.0% | +83.8% | +47.2% | +62.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling