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  • WDAY vs CRL✓SelectedUSD · CRLWDAY vs CRL performance historyLatest closeAs of-4.86%09/08
Stock and ETF performance explorer

WDAY vs CRL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-31.6%
CRL return
-37.4%
Excess return
+5.8%
Maximum drawdown
-63.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioCRLExcessAlpha
1D-4.9%-2.7%-2.2%-4.1%
7D-6.1%-0.6%-5.5%-5.9%
30D+3.7%+5.0%-1.3%+2.1%
3M+29.6%+50.6%-21.0%+13.6%
6M+23.3%+60.9%-37.6%+5.2%
YTD-13.3%+40.7%-54.0%-23.0%
1Y-19.6%+73.3%-92.9%-33.5%
3Y-25.7%+40.6%-66.2%-38.3%
5Y-31.6%-37.0%+5.4%-24.4%
All-31.6%-37.4%+5.8%-24.4%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling