+130.1%
WDAY vs CLF
+82.3%
+47.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.6% | -1.4% |
| 7D | -4.6% | -9.1% | +4.5% | -3.6% |
| 30D | +1.2% | -0.9% | +2.2% | +0.7% |
| 3M | +2.6% | +3.0% | -0.4% | +1.0% |
| 6M | +47.8% | +16.7% | +31.1% | +41.0% |
| YTD | -12.1% | -3.2% | -8.9% | -14.7% |
| 1Y | -17.1% | +24.6% | -41.8% | -23.1% |
| 3Y | -17.9% | -22.3% | +4.4% | -22.4% |
| 5Y | -35.1% | -41.2% | +6.1% | -37.7% |
| 10Y | +130.1% | +83.5% | +46.6% | +62.6% |
| All | +130.1% | +82.3% | +47.8% | +62.6% |
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