-35.1%
WDAY vs CLX
-23.2%
-11.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | -4.6% | +13.6% | -18.2% | -6.2% |
| 30D | +1.2% | +29.1% | -27.8% | -2.2% |
| 3M | +2.6% | +1.6% | +1.0% | +2.1% |
| 6M | +47.8% | +18.7% | +29.0% | +44.7% |
| YTD | -12.1% | +11.1% | -23.1% | -14.3% |
| 1Y | -17.1% | +7.0% | -24.1% | -18.8% |
| 3Y | -17.9% | -10.0% | -7.9% | -18.4% |
| 5Y | -35.1% | -22.6% | -12.5% | -34.5% |
| All | -35.1% | -23.2% | -11.9% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling