-15.3%
WDAY vs CHRW
+16.7%
-32.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.4% |
| 7D | -4.4% | -1.8% | -2.5% | -4.3% |
| 30D | +14.7% | -3.9% | +18.6% | +14.9% |
| 3M | +32.4% | -19.7% | +52.1% | +32.3% |
| 6M | +36.9% | -21.7% | +58.6% | +36.7% |
| YTD | -8.8% | -7.5% | -1.3% | -10.0% |
| 1Y | -15.3% | +17.3% | -32.6% | -16.0% |
| All | -15.3% | +16.7% | -32.0% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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