-15.6%
WDAY vs CRL
+99.4%
-115.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.7% | -6.1% | -2.3% |
| 7D | -4.0% | +4.4% | -8.4% | -5.1% |
| 30D | +1.9% | +17.1% | -15.1% | -2.0% |
| 3M | +5.9% | +32.1% | -26.2% | -1.0% |
| 6M | +48.8% | +98.9% | -50.1% | +26.3% |
| YTD | -11.4% | +77.1% | -88.6% | -23.1% |
| 1Y | -15.5% | +110.3% | -125.8% | -29.1% |
| 3Y | -15.6% | +108.5% | -124.1% | -31.8% |
| All | -15.6% | +99.4% | -115.0% | -31.8% |
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