+291.5%
WDAY vs CLX
+126.1%
+165.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -0.4% |
| 7D | -4.8% | +8.5% | -13.3% | -5.8% |
| 30D | +2.5% | +30.0% | -27.5% | -1.2% |
| 3M | +8.8% | +3.8% | +5.0% | +8.0% |
| 6M | +60.7% | +24.6% | +36.1% | +55.9% |
| YTD | -11.2% | +12.8% | -24.0% | -13.5% |
| 1Y | -15.6% | +8.6% | -24.2% | -17.3% |
| 3Y | -17.1% | -8.6% | -8.5% | -17.4% |
| 5Y | -35.7% | -21.8% | -13.9% | -35.1% |
| 10Y | +130.4% | +30.4% | +100.1% | +105.0% |
| All | +291.5% | +126.1% | +165.5% | +210.2% |
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