+112.2%
WDAY vs CHD
+126.1%
-13.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -5.2% | -4.5% | -0.7% | -4.1% |
| 30D | +5.9% | -6.7% | +12.7% | +7.6% |
| 3M | +42.3% | -2.7% | +45.0% | +43.5% |
| 6M | +34.7% | -4.9% | +39.7% | +36.2% |
| YTD | -13.5% | +13.3% | -26.9% | -16.3% |
| 1Y | -18.1% | +1.0% | -19.1% | -18.7% |
| 3Y | -26.4% | +1.3% | -27.7% | -28.1% |
| 5Y | -30.6% | +20.8% | -51.4% | -36.4% |
| All | +112.2% | +126.1% | -13.9% | +68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling