+302.1%
WDAY vs CHRW
+243.2%
+58.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.7% |
| 7D | -4.4% | -1.4% | -3.0% | -4.0% |
| 30D | +14.7% | -3.5% | +18.2% | +15.7% |
| 3M | +32.4% | -19.4% | +51.8% | +38.6% |
| 6M | +36.9% | -21.4% | +58.2% | +43.4% |
| YTD | -8.8% | -7.1% | -1.7% | -9.8% |
| 1Y | -15.3% | +17.8% | -33.1% | -22.7% |
| 3Y | -21.2% | +78.8% | -100.0% | -39.2% |
| 5Y | -29.5% | +83.5% | -113.0% | -46.8% |
| 10Y | +120.0% | +160.2% | -40.2% | +41.2% |
| All | +302.1% | +243.2% | +58.9% | +135.6% |
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 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