+144.0%
WDAY vs CRS
+790.4%
-646.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.7% | +5.7% | +3.5% |
| 7D | +1.8% | +4.8% | -2.9% | +0.9% |
| 30D | +4.1% | -23.2% | +27.2% | +7.9% |
| 3M | -4.8% | -45.5% | +40.7% | +4.8% |
| 6M | +68.6% | -33.1% | +101.7% | +76.7% |
| YTD | -8.5% | -7.2% | -1.3% | -11.8% |
| 1Y | -12.1% | -10.0% | -2.1% | -14.8% |
| 3Y | -13.2% | +332.3% | -345.5% | -42.9% |
| 5Y | -33.7% | +801.9% | -835.6% | -64.5% |
| All | +144.0% | +790.4% | -646.5% | +14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling