-28.6%
WDAY vs CHRW
+83.1%
-111.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.6% |
| 7D | -4.4% | -1.4% | -3.0% | -4.1% |
| 30D | +14.7% | -3.5% | +18.2% | +15.5% |
| 3M | +32.4% | -19.4% | +51.8% | +36.8% |
| 6M | +36.9% | -21.4% | +58.2% | +41.7% |
| YTD | -8.8% | -7.1% | -1.7% | -10.0% |
| 1Y | -15.3% | +17.8% | -33.1% | -21.9% |
| 3Y | -21.2% | +78.8% | -100.0% | -37.4% |
| All | -28.6% | +83.1% | -111.7% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling