-33.5%
WDAY vs CRS
+800.5%
-834.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.7% | +5.7% | +3.3% |
| 7D | +1.8% | +4.8% | -2.9% | +1.3% |
| 30D | +4.1% | -23.2% | +27.2% | +6.6% |
| 3M | -4.8% | -45.5% | +40.7% | +1.5% |
| 6M | +68.6% | -33.1% | +101.7% | +73.1% |
| YTD | -8.5% | -7.2% | -1.3% | -12.6% |
| 1Y | -12.1% | -10.0% | -2.1% | -15.5% |
| 3Y | -13.2% | +332.3% | -345.5% | -41.6% |
| All | -33.5% | +800.5% | -834.1% | -63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling