+113.3%
WDAY vs CRL
+244.4%
-131.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.2% |
| 7D | -7.4% | -4.6% | -2.8% | -5.5% |
| 30D | +1.0% | +0.5% | +0.5% | +0.7% |
| 3M | +32.7% | +46.6% | -13.9% | +12.2% |
| 6M | +25.6% | +57.3% | -31.7% | +1.9% |
| YTD | -13.4% | +39.5% | -52.9% | -26.3% |
| 1Y | -19.4% | +76.9% | -96.2% | -38.7% |
| 3Y | -25.8% | +39.4% | -65.1% | -43.0% |
| 5Y | -31.1% | -37.2% | +6.1% | -21.2% |
| 10Y | +113.3% | +253.4% | -140.1% | -4.7% |
| All | +113.3% | +244.4% | -131.1% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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