+123.9%
WDAY vs CLF
+92.7%
+31.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.0% | -8.4% | -2.4% |
| 7D | -4.0% | -14.1% | +10.1% | -2.2% |
| 30D | +1.9% | -5.5% | +7.5% | +2.1% |
| 3M | +5.9% | 0.0% | +5.9% | +4.7% |
| 6M | +48.8% | +11.3% | +37.5% | +43.0% |
| YTD | -11.4% | -7.7% | -3.8% | -13.5% |
| 1Y | -15.5% | +17.5% | -33.1% | -20.9% |
| 3Y | -15.6% | -25.4% | +9.8% | -19.8% |
| 5Y | -35.2% | -46.0% | +10.8% | -37.0% |
| 10Y | +123.9% | +80.1% | +43.8% | +60.8% |
| All | +123.9% | +92.7% | +31.2% | +60.8% |
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