+302.1%
WDAY vs CRS
+1,050.6%
-748.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -5.7% |
| 7D | -4.4% | -0.2% | -4.1% | -4.3% |
| 30D | +14.7% | -16.6% | +31.4% | +18.8% |
| 3M | +32.4% | -3.5% | +35.8% | +31.8% |
| 6M | +36.9% | +15.4% | +21.4% | +29.7% |
| YTD | -8.8% | +51.2% | -60.0% | -19.2% |
| 1Y | -15.3% | +98.3% | -113.6% | -30.2% |
| 3Y | -21.2% | +651.5% | -672.8% | -54.4% |
| 5Y | -29.5% | +1,411.1% | -1,440.6% | -67.0% |
| 10Y | +120.0% | +1,424.3% | -1,304.3% | -11.4% |
| All | +302.1% | +1,050.6% | -748.5% | +80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling