-15.3%
WDAY vs CLSK
+35.0%
-50.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.3% |
| 7D | -4.4% | +8.8% | -13.2% | -3.8% |
| 30D | +14.7% | -6.0% | +20.7% | +14.8% |
| 3M | +32.4% | -24.4% | +56.7% | +33.0% |
| 6M | +36.9% | +19.0% | +17.8% | +37.1% |
| YTD | -8.8% | +25.4% | -34.2% | -9.2% |
| 1Y | -15.3% | +39.8% | -55.0% | -10.7% |
| All | -15.3% | +35.0% | -50.3% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 1y: compounded portfolio wealth divided by compounded CLSK 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…
1y analysis · Full analysis span regression · 6 months rolling