+287.9%
WDAY vs CRL
+797.7%
-509.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.2% |
| 7D | -4.6% | -1.7% | -2.8% | -4.5% |
| 30D | +1.2% | +14.6% | -13.4% | -5.5% |
| 3M | +2.6% | +24.8% | -22.3% | -8.1% |
| 6M | +47.8% | +94.7% | -46.9% | +8.0% |
| YTD | -12.1% | +73.4% | -85.4% | -33.2% |
| 1Y | -17.1% | +104.7% | -121.8% | -41.7% |
| 3Y | -17.9% | +101.1% | -118.9% | -48.0% |
| 5Y | -35.1% | -10.8% | -24.3% | -39.0% |
| 10Y | +130.1% | +358.8% | -228.7% | -17.5% |
| All | +287.9% | +797.7% | -509.8% | +11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling