+303.5%
WDAY vs CHD
+415.7%
-112.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.6% | +2.7% |
| 7D | +1.8% | +3.6% | -1.8% | +0.9% |
| 30D | +4.1% | +10.4% | -6.3% | +1.4% |
| 3M | -4.8% | +12.2% | -17.0% | -7.7% |
| 6M | +68.6% | +19.9% | +48.7% | +61.1% |
| YTD | -8.5% | +36.4% | -44.9% | -16.1% |
| 1Y | -12.1% | +35.1% | -47.2% | -19.2% |
| 3Y | -13.2% | +29.2% | -42.4% | -20.8% |
| 5Y | -33.7% | +33.4% | -67.1% | -41.1% |
| 10Y | +137.4% | +195.0% | -57.6% | +57.0% |
| All | +303.5% | +415.7% | -112.3% | +119.0% |
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