-18.3%
WDAY vs CRS
+81.8%
-100.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.8% |
| 7D | -10.5% | -4.1% | -6.4% | -11.1% |
| 30D | +2.1% | -16.6% | +18.7% | -0.5% |
| 3M | +34.6% | -14.3% | +48.9% | +31.0% |
| 6M | +29.9% | +11.6% | +18.3% | +29.7% |
| YTD | -13.8% | +42.6% | -56.4% | -14.4% |
| 1Y | -18.3% | +81.8% | -100.1% | -20.0% |
| All | -18.3% | +81.8% | -100.1% | -20.0% |
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