-13.5%
WDAY vs CHRW
-10.6%
-3.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.7% | +2.0% |
| 7D | -1.2% | +4.9% | -6.1% | -1.6% |
| 30D | +6.8% | -4.8% | +11.6% | +7.1% |
| 3M | +17.8% | -13.1% | +31.0% | +18.5% |
| 6M | +57.8% | -16.3% | +74.2% | +56.0% |
| YTD | -6.0% | -15.8% | +9.8% | -9.3% |
| 1Y | -13.5% | -11.1% | -2.4% | -19.2% |
| All | -13.5% | -10.6% | -3.0% | -19.2% |
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