+302.1%
WDAY vs CLX
+91.7%
+210.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -5.2% |
| 7D | -4.4% | -9.2% | +4.9% | -3.1% |
| 30D | +14.7% | -11.0% | +25.8% | +16.6% |
| 3M | +32.4% | +5.0% | +27.3% | +32.0% |
| 6M | +36.9% | -18.8% | +55.7% | +40.5% |
| YTD | -8.8% | -4.4% | -4.4% | -9.0% |
| 1Y | -15.3% | -21.9% | +6.6% | -12.9% |
| 3Y | -21.2% | -32.8% | +11.5% | -17.8% |
| 5Y | -29.5% | -34.6% | +5.1% | -27.1% |
| 10Y | +120.0% | -4.7% | +124.7% | +106.7% |
| All | +302.1% | +91.7% | +210.5% | +226.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling