-31.1%
WDAY vs CHD
+19.3%
-50.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-09 to 2026-09-09.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | -7.4% | -4.2% | -3.2% | -6.6% |
| 30D | +1.0% | -7.6% | +8.6% | +2.5% |
| 3M | +32.7% | -1.6% | +34.3% | +33.4% |
| 6M | +25.6% | -6.3% | +31.9% | +27.3% |
| YTD | -13.4% | +14.6% | -28.0% | -15.8% |
| 1Y | -19.4% | +1.6% | -21.0% | -19.8% |
| 3Y | -25.8% | +3.1% | -28.9% | -28.1% |
| 5Y | -31.1% | +21.1% | -52.2% | -38.2% |
| All | -31.1% | +19.3% | -50.4% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 2021-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded CHD 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…
2021-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling