+296.2%
WDAY vs CHRW
+191.3%
+104.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -3.0% |
| 7D | -2.5% | +0.6% | -3.1% | -2.7% |
| 30D | +4.7% | -7.3% | +12.0% | +6.5% |
| 3M | +13.3% | -14.2% | +27.5% | +17.2% |
| 6M | +57.3% | -25.1% | +82.4% | +66.5% |
| YTD | -10.2% | -21.2% | +11.0% | -7.8% |
| 1Y | -14.1% | -14.2% | +0.1% | -14.1% |
| 3Y | -11.7% | +63.5% | -75.2% | -31.1% |
| 5Y | -33.5% | +49.6% | -83.1% | -47.1% |
| 10Y | +133.1% | +129.4% | +3.7% | +53.2% |
| All | +296.2% | +191.3% | +104.8% | +140.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling