-31.6%
WDAY vs CRL
-37.4%
+5.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 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