-25.7%
WDAY vs CHRW
+86.2%
-111.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.5% | -5.0% |
| 7D | -6.1% | +1.9% | -8.0% | -6.3% |
| 30D | +3.7% | +0.9% | +2.8% | +3.6% |
| 3M | +29.6% | -19.9% | +49.5% | +31.3% |
| 6M | +23.3% | -15.8% | +39.1% | +24.0% |
| YTD | -13.3% | -5.6% | -7.7% | -14.2% |
| 1Y | -19.6% | +21.0% | -40.7% | -23.0% |
| 3Y | -25.7% | +86.0% | -111.7% | -33.9% |
| All | -25.7% | +86.2% | -111.9% | -33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling