+136.8%
WDAY vs CHRW
+128.5%
+8.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.4% |
| 7D | -4.8% | +4.7% | -9.5% | -5.9% |
| 30D | +2.5% | -2.6% | +5.1% | +2.9% |
| 3M | +8.8% | -8.0% | +16.8% | +10.3% |
| 6M | +60.7% | -19.0% | +79.7% | +66.0% |
| YTD | -11.2% | -15.5% | +4.2% | -10.7% |
| 1Y | -15.6% | -10.8% | -4.8% | -16.5% |
| 3Y | -17.1% | +79.8% | -96.9% | -37.0% |
| 5Y | -35.7% | +59.3% | -95.0% | -49.5% |
| All | +136.8% | +128.5% | +8.2% | +52.4% |
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