+302.1%
WDAY vs CRL
+649.0%
-346.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.7% | -4.7% |
| 7D | -4.4% | -1.0% | -3.3% | -3.9% |
| 30D | +14.7% | +10.7% | +4.1% | +9.8% |
| 3M | +32.4% | +55.3% | -22.9% | +8.4% |
| 6M | +36.9% | +60.7% | -23.8% | +9.0% |
| YTD | -8.8% | +44.6% | -53.5% | -24.1% |
| 1Y | -15.3% | +77.7% | -93.0% | -36.5% |
| 3Y | -21.2% | +37.6% | -58.8% | -39.6% |
| 5Y | -29.5% | -35.8% | +6.3% | -21.8% |
| 10Y | +120.0% | +241.7% | -121.7% | -8.7% |
| All | +302.1% | +649.0% | -346.8% | +26.2% |
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