-33.5%
WDAY vs CHD
+33.2%
-66.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.6% | +2.8% |
| 7D | +1.8% | +3.6% | -1.8% | +1.1% |
| 30D | +4.1% | +10.4% | -6.3% | +2.1% |
| 3M | -4.8% | +12.2% | -17.0% | -7.0% |
| 6M | +68.6% | +19.9% | +48.7% | +63.3% |
| YTD | -8.5% | +36.4% | -44.9% | -14.0% |
| 1Y | -12.1% | +35.1% | -47.2% | -17.3% |
| 3Y | -13.2% | +29.2% | -42.4% | -20.2% |
| All | -33.5% | +33.2% | -66.8% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling