+282.6%
WDAY vs CHD
+339.4%
-56.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.8% | -4.3% |
| 7D | -6.1% | -2.9% | -3.2% | -5.4% |
| 30D | +3.7% | -6.2% | +9.9% | +5.4% |
| 3M | +29.6% | +1.6% | +28.0% | +29.4% |
| 6M | +23.3% | -3.5% | +26.9% | +24.3% |
| YTD | -13.3% | +16.2% | -29.5% | -17.0% |
| 1Y | -19.6% | +3.4% | -23.0% | -20.8% |
| 3Y | -25.7% | +4.6% | -30.3% | -28.3% |
| 5Y | -31.6% | +21.1% | -52.7% | -37.8% |
| 10Y | +109.9% | +126.5% | -16.6% | +51.0% |
| All | +282.6% | +339.4% | -56.8% | +116.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling