+119.3%
WDAY vs CLF
+127.2%
-7.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.8% | -7.2% | -5.6% |
| 7D | -4.4% | +7.6% | -11.9% | -5.4% |
| 30D | +14.7% | -1.2% | +15.9% | +14.7% |
| 3M | +32.4% | -13.4% | +45.7% | +33.9% |
| 6M | +36.9% | +15.4% | +21.5% | +31.3% |
| YTD | -8.8% | -5.9% | -3.0% | -10.4% |
| 1Y | -15.3% | +18.8% | -34.1% | -21.2% |
| 3Y | -21.2% | -19.4% | -1.8% | -25.5% |
| 5Y | -29.5% | -47.7% | +18.2% | -30.9% |
| All | +119.3% | +127.2% | -7.9% | +50.6% |
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