+131.0%
WDAY vs CHRW
+131.8%
-0.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +0.3% |
| 7D | -5.3% | -0.1% | -5.2% | -5.3% |
| 30D | +1.5% | -4.3% | +5.8% | +2.4% |
| 3M | +5.5% | -7.4% | +12.9% | +6.8% |
| 6M | +57.4% | -20.7% | +78.1% | +63.6% |
| YTD | -11.0% | -15.9% | +4.9% | -10.4% |
| 1Y | -15.8% | -9.9% | -5.9% | -17.0% |
| 3Y | -16.9% | +79.0% | -95.9% | -36.7% |
| 5Y | -35.3% | +61.3% | -96.6% | -49.4% |
| 10Y | +131.0% | +128.5% | +2.5% | +47.8% |
| All | +131.0% | +131.8% | -0.7% | +47.8% |
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