-26.6%
WDAY vs CLSK
+191.6%
-218.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | -0.4% |
| 7D | -10.5% | +1.7% | -12.3% | -10.6% |
| 30D | +2.1% | +11.1% | -9.0% | +1.7% |
| 3M | +34.6% | -14.1% | +48.7% | +34.7% |
| 6M | +29.9% | +32.9% | -3.0% | +26.9% |
| YTD | -13.8% | +26.5% | -40.3% | -16.1% |
| 1Y | -18.3% | +27.6% | -45.9% | -21.1% |
| All | -26.6% | +191.6% | -218.2% | -36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling