-18.3%
WDAY vs CHD
+0.8%
-19.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | -10.5% | -4.7% | -5.8% | -10.1% |
| 30D | +2.1% | -8.3% | +10.4% | +2.9% |
| 3M | +34.6% | -4.0% | +38.7% | +34.9% |
| 6M | +29.9% | -6.5% | +36.4% | +31.3% |
| YTD | -13.8% | +13.1% | -26.9% | -13.4% |
| 1Y | -18.3% | +2.3% | -20.6% | -22.3% |
| All | -18.3% | +0.8% | -19.1% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling