+129.9%
WDAY vs CLSK
-61.9%
+191.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | -7.4% | +17.2% | -24.6% | -7.7% |
| 30D | +1.0% | +14.6% | -13.6% | +0.7% |
| 3M | +32.7% | -16.8% | +49.5% | +32.7% |
| 6M | +25.6% | +38.2% | -12.6% | +24.2% |
| YTD | -13.4% | +31.2% | -44.6% | -14.5% |
| 1Y | -19.4% | +37.3% | -56.7% | -20.7% |
| 3Y | -25.8% | +201.8% | -227.6% | -29.3% |
| 5Y | -31.1% | -1.6% | -29.5% | -34.4% |
| All | +129.9% | -61.9% | +191.9% | +120.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling