-26.2%
WDAY vs CRS
+636.8%
-663.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -7.4% | -0.5% | -6.8% | -7.3% |
| 30D | +1.0% | -18.1% | +19.1% | +2.1% |
| 3M | +32.7% | -12.4% | +45.1% | +32.7% |
| 6M | +25.6% | +15.9% | +9.7% | +21.8% |
| YTD | -13.4% | +45.8% | -59.2% | -19.1% |
| 1Y | -19.4% | +87.8% | -107.1% | -28.1% |
| All | -26.2% | +636.8% | -663.0% | -45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling