+112.2%
WDAY vs CHTR
-44.7%
+156.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -0.8% |
| 7D | -5.2% | -4.1% | -1.1% | -4.1% |
| 30D | +5.9% | -3.0% | +8.9% | +6.6% |
| 3M | +42.3% | +4.8% | +37.5% | +39.4% |
| 6M | +34.7% | -35.0% | +69.7% | +48.5% |
| YTD | -13.5% | -30.2% | +16.6% | -7.5% |
| 1Y | -18.1% | -44.8% | +26.7% | -5.3% |
| 3Y | -26.4% | -66.6% | +40.2% | -3.6% |
| 5Y | -30.6% | -81.5% | +50.9% | +14.5% |
| All | +112.2% | -44.7% | +156.9% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 10y: compounded portfolio wealth divided by compounded CHTR 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…
10y analysis · Full analysis span regression · 6 months rolling