-13.5%
WDAY vs CRS
-3.8%
-9.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.5% | +1.6% |
| 7D | -1.2% | +4.3% | -5.6% | -0.1% |
| 30D | +6.8% | -25.5% | +32.3% | +0.9% |
| 3M | +17.8% | -48.7% | +66.6% | +2.1% |
| 6M | +57.8% | -31.6% | +89.5% | +44.1% |
| YTD | -6.0% | -7.0% | +1.0% | -12.5% |
| 1Y | -13.5% | -4.5% | -9.0% | -20.6% |
| All | -13.5% | -3.8% | -9.7% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling