-12.1%
WDAY vs CRL
+99.6%
-111.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.9% | +3.2% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | +4.1% | +11.9% | -7.8% | +0.2% |
| 3M | -4.8% | +20.2% | -25.0% | -10.3% |
| 6M | +68.6% | +107.5% | -38.9% | +32.5% |
| YTD | -8.5% | +69.4% | -78.0% | -19.9% |
| 1Y | -12.1% | +99.7% | -111.8% | -27.3% |
| All | -12.1% | +99.6% | -111.7% | -27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling