+111.5%
WDAY vs CLX
-2.6%
+114.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -10.5% | -5.9% | -4.7% | -9.9% |
| 30D | +2.1% | -17.0% | +19.1% | +4.5% |
| 3M | +34.6% | -9.6% | +44.2% | +36.5% |
| 6M | +29.9% | -21.5% | +51.4% | +33.7% |
| YTD | -13.8% | -8.8% | -5.0% | -13.5% |
| 1Y | -18.3% | -24.7% | +6.4% | -15.7% |
| 3Y | -26.2% | -35.6% | +9.5% | -22.7% |
| 5Y | -30.8% | -37.6% | +6.8% | -28.2% |
| All | +111.5% | -2.6% | +114.1% | +95.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling