+57.3%
WDAY vs CHRW
-23.7%
+81.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -3.4% |
| 7D | -2.5% | +0.6% | -3.1% | -2.5% |
| 30D | +4.7% | -7.3% | +12.0% | +5.6% |
| 3M | +13.3% | -14.2% | +27.5% | +14.8% |
| 6M | +57.3% | -25.1% | +82.4% | +47.1% |
| All | +57.3% | -23.7% | +81.0% | +47.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling