-21.8%
WDAY vs CRL
+42.4%
-64.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.7% | -5.0% |
| 7D | -4.4% | -1.0% | -3.3% | -4.1% |
| 30D | +14.7% | +10.7% | +4.1% | +12.1% |
| 3M | +32.4% | +55.3% | -22.9% | +19.2% |
| 6M | +36.9% | +60.7% | -23.8% | +21.9% |
| YTD | -8.8% | +44.6% | -53.5% | -16.9% |
| 1Y | -15.3% | +77.7% | -93.0% | -26.2% |
| All | -21.8% | +42.4% | -64.3% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling