-13.5%
WDAY vs CLSK
-58.7%
+45.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -16.6% | +18.5% | +0.5% |
| 7D | -1.2% | -20.7% | +19.5% | -3.0% |
| 30D | +6.8% | -45.5% | +52.3% | +1.5% |
| 3M | +17.8% | -52.0% | +69.9% | +11.6% |
| 6M | +57.8% | -47.0% | +104.8% | +51.1% |
| YTD | -6.0% | -32.8% | +26.8% | -10.2% |
| 1Y | -13.5% | -58.1% | +44.5% | -17.5% |
| All | -13.5% | -58.7% | +45.2% | -17.5% |
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