-25.7%
WDAY vs CLX
-34.1%
+8.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.3% | -4.7% |
| 7D | -6.1% | -3.5% | -2.6% | -5.9% |
| 30D | +3.7% | -11.9% | +15.6% | +4.6% |
| 3M | +29.6% | -2.6% | +32.2% | +30.4% |
| 6M | +23.3% | -18.2% | +41.5% | +25.3% |
| YTD | -13.3% | -5.9% | -7.4% | -13.9% |
| 1Y | -19.6% | -23.8% | +4.2% | -18.2% |
| 3Y | -25.7% | -33.6% | +7.9% | -22.3% |
| All | -25.7% | -34.1% | +8.5% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling