-13.5%
WDAY vs CLX
-6.5%
-7.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.7% | -3.7% | +1.7% |
| 7D | -1.2% | +14.2% | -15.4% | -1.8% |
| 30D | +6.8% | +22.7% | -15.9% | +5.9% |
| 3M | +17.8% | -2.8% | +20.6% | +17.1% |
| 6M | +57.8% | +17.7% | +40.1% | +63.7% |
| YTD | -6.0% | +3.3% | -9.4% | -13.2% |
| 1Y | -13.5% | -5.6% | -7.9% | -17.6% |
| All | -13.5% | -6.5% | -7.0% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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