+113.3%
WDAY vs CHRW
+170.5%
-57.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | -7.4% | +4.1% | -11.4% | -8.3% |
| 30D | +1.0% | +1.9% | -0.9% | +0.5% |
| 3M | +32.7% | -21.2% | +53.8% | +39.4% |
| 6M | +25.6% | -16.7% | +42.3% | +29.2% |
| YTD | -13.4% | -5.4% | -8.0% | -14.8% |
| 1Y | -19.4% | +21.2% | -40.5% | -26.9% |
| 3Y | -25.8% | +86.5% | -112.2% | -43.3% |
| 5Y | -31.1% | +93.0% | -124.1% | -48.6% |
| 10Y | +113.3% | +174.5% | -61.2% | +36.4% |
| All | +113.3% | +170.5% | -57.2% | +36.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling