+131.0%
WDAY vs CLX
+29.7%
+101.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -5.3% | +7.8% | -13.1% | -6.2% |
| 30D | +1.5% | +28.5% | -27.0% | -1.7% |
| 3M | +5.5% | +1.3% | +4.1% | +5.1% |
| 6M | +57.4% | +23.4% | +34.1% | +53.5% |
| YTD | -11.0% | +11.4% | -22.4% | -13.0% |
| 1Y | -15.8% | +6.9% | -22.7% | -17.2% |
| 3Y | -16.9% | -9.8% | -7.1% | -17.0% |
| 5Y | -35.3% | -22.7% | -12.6% | -34.8% |
| 10Y | +131.0% | +28.7% | +102.3% | +112.0% |
| All | +131.0% | +29.7% | +101.4% | +112.0% |
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