-11.7%
WDAY vs CLF
-33.4%
+21.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -3.7% |
| 7D | -2.5% | -19.6% | +17.1% | -1.2% |
| 30D | +4.7% | -5.0% | +9.7% | +4.6% |
| 3M | +13.3% | -6.3% | +19.6% | +13.2% |
| 6M | +57.3% | +2.8% | +54.5% | +55.0% |
| YTD | -10.2% | -13.7% | +3.5% | -10.4% |
| 1Y | -14.1% | +13.6% | -27.7% | -17.2% |
| 3Y | -11.7% | -34.0% | +22.3% | -13.4% |
| All | -11.7% | -33.4% | +21.7% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling